+113.0%
COP vs VXUS
+42.8%
+70.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -11.5% | -1.8% | -9.8% | -10.9% |
| 30D | +5.0% | -4.6% | +9.5% | +7.2% |
| 3M | +17.5% | -6.1% | +23.6% | +20.7% |
| 6M | +16.2% | -4.9% | +21.1% | +17.8% |
| YTD | +48.8% | +8.1% | +40.7% | +36.1% |
| 1Y | +64.1% | +12.1% | +52.0% | +45.8% |
| 3Y | +25.7% | +63.9% | -38.2% | -18.9% |
| All | +113.0% | +42.8% | +70.2% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling