+298.3%
COP vs VXUS
+144.6%
+153.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -4.2% |
| 7D | -8.4% | +0.8% | -9.2% | -9.5% |
| 30D | +0.3% | -1.9% | +2.2% | +1.7% |
| 3M | +15.1% | -4.4% | +19.5% | +19.3% |
| 6M | +19.8% | -2.0% | +21.7% | +18.9% |
| YTD | +46.8% | +11.1% | +35.7% | +22.8% |
| 1Y | +59.7% | +15.1% | +44.7% | +27.9% |
| 3Y | +28.7% | +70.4% | -41.7% | -38.4% |
| 5Y | +110.7% | +47.2% | +63.5% | +21.6% |
| 10Y | +298.3% | +142.3% | +156.0% | +25.9% |
| All | +298.3% | +144.6% | +153.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VXUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling