+158.3%
VEA vs COO
+17.5%
+140.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.4% | +3.3% |
| 7D | -2.1% | -23.3% | +21.2% | +5.8% |
| 30D | -1.1% | -29.5% | +28.4% | +9.6% |
| 3M | +5.1% | -20.0% | +25.0% | +11.5% |
| 6M | +9.8% | -27.2% | +37.0% | +19.8% |
| YTD | +15.9% | -33.9% | +49.8% | +30.4% |
| 1Y | +24.6% | -19.9% | +44.5% | +31.0% |
| 3Y | +75.5% | -38.1% | +113.6% | +95.0% |
| 5Y | +59.4% | -52.0% | +111.4% | +90.1% |
| All | +158.3% | +17.5% | +140.8% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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