+148.2%
VEU vs COO
+17.5%
+130.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.4% | +3.1% |
| 7D | -1.9% | -23.3% | +21.4% | +5.7% |
| 30D | -0.7% | -29.5% | +28.8% | +9.7% |
| 3M | +4.9% | -20.0% | +24.8% | +11.1% |
| 6M | +9.8% | -27.2% | +37.0% | +19.6% |
| YTD | +15.3% | -33.9% | +49.2% | +29.3% |
| 1Y | +23.0% | -19.9% | +43.0% | +29.1% |
| 3Y | +73.5% | -38.1% | +111.6% | +92.1% |
| 5Y | +54.5% | -52.0% | +106.5% | +83.6% |
| All | +148.2% | +17.5% | +130.7% | +125.9% |
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