+113.0%
VWO vs COO
+17.0%
+96.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.8% | -22.5% | +20.8% | +5.1% |
| 30D | -0.1% | -29.7% | +29.6% | +9.8% |
| 3M | +2.2% | -20.1% | +22.4% | +8.0% |
| 6M | +8.8% | -26.9% | +35.7% | +17.6% |
| YTD | +12.4% | -34.2% | +46.6% | +25.3% |
| 1Y | +15.6% | -21.3% | +36.8% | +21.4% |
| 3Y | +62.5% | -38.7% | +101.2% | +78.9% |
| 5Y | +34.3% | -52.2% | +86.5% | +58.4% |
| All | +113.0% | +17.0% | +96.0% | +89.9% |
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