+55.8%
VEA vs COO
-41.3%
+97.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | 0.0% | +13.3% | -13.3% | -3.3% |
| 3M | -3.6% | -18.1% | +14.5% | +1.2% |
| 6M | -0.5% | +6.7% | -7.2% | -3.7% |
| YTD | +13.0% | -23.2% | +36.2% | +20.4% |
| 1Y | +16.3% | -12.3% | +28.6% | +18.9% |
| 3Y | +74.4% | -23.6% | +98.0% | +79.0% |
| 5Y | +55.8% | -38.7% | +94.5% | +68.1% |
| All | +55.8% | -41.3% | +97.2% | +68.1% |
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