+73.6%
VEA vs COO
-38.4%
+111.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.4% | +1.4% |
| 7D | -2.1% | -23.3% | +21.2% | +2.4% |
| 30D | -1.1% | -29.5% | +28.4% | +5.1% |
| 3M | +5.1% | -20.0% | +25.0% | +8.7% |
| 6M | +9.8% | -27.2% | +37.0% | +15.9% |
| YTD | +15.9% | -33.9% | +49.8% | +24.8% |
| 1Y | +24.6% | -19.9% | +44.5% | +28.6% |
| All | +73.6% | -38.4% | +111.9% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling