+190.7%
VEU vs COO
+520.7%
-330.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +1.1% | -2.2% | +3.4% | +1.9% |
| 30D | +2.2% | -7.0% | +9.2% | +4.5% |
| 3M | +3.0% | +12.2% | -9.2% | -1.6% |
| 6M | +10.9% | -15.1% | +26.0% | +16.1% |
| YTD | +18.2% | -15.1% | +33.3% | +23.7% |
| 1Y | +28.3% | +2.3% | +25.9% | +25.5% |
| 3Y | +74.6% | -23.7% | +98.3% | +83.0% |
| 5Y | +56.4% | -38.9% | +95.3% | +73.9% |
| 10Y | +153.0% | +49.9% | +103.1% | +99.6% |
| All | +190.7% | +520.7% | -330.0% | +11.5% |
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