+327.9%
COP vs VXUS
+179.6%
+148.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.6% |
| 7D | +3.0% | +1.0% | +2.0% | +1.9% |
| 30D | +17.5% | +2.2% | +15.3% | +14.8% |
| 3M | +13.4% | +3.0% | +10.4% | +8.7% |
| 6M | +17.7% | +10.7% | +7.1% | +2.4% |
| YTD | +46.6% | +17.8% | +28.7% | +18.7% |
| 1Y | +44.6% | +27.6% | +17.0% | +7.3% |
| 3Y | +20.7% | +73.3% | -52.6% | -37.0% |
| 5Y | +185.0% | +54.3% | +130.7% | +68.1% |
| 10Y | +347.0% | +149.8% | +197.2% | +65.9% |
| All | +327.9% | +179.6% | +148.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling