+62.1%
VEA vs COO
-39.5%
+101.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | +0.8% | -8.8% | +9.6% | +3.2% |
| 3M | +5.7% | +1.3% | +4.3% | +4.9% |
| 6M | +13.3% | -11.6% | +24.9% | +16.8% |
| YTD | +18.4% | -17.4% | +35.8% | +24.3% |
| 1Y | +27.0% | -1.6% | +28.5% | +26.1% |
| 3Y | +79.3% | -22.6% | +101.9% | +85.7% |
| 5Y | +62.1% | -40.3% | +102.5% | +75.3% |
| All | +62.1% | -39.5% | +101.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling