+172.8%
VEU vs COO
+458.8%
-286.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | -0.9% | +14.2% | -15.1% | -5.2% |
| 3M | -5.4% | -18.2% | +12.8% | +0.1% |
| 6M | -1.8% | +5.3% | -7.1% | -5.0% |
| YTD | +10.9% | -23.6% | +34.5% | +19.1% |
| 1Y | +13.6% | -12.7% | +26.3% | +16.4% |
| 3Y | +69.3% | -24.2% | +93.4% | +76.1% |
| 5Y | +48.1% | -40.0% | +88.1% | +64.3% |
| 10Y | +148.0% | +41.6% | +106.4% | +97.7% |
| All | +172.8% | +458.8% | -286.0% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling