+61.4%
VWO vs COO
-38.4%
+99.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.1% | +0.5% |
| 7D | -1.7% | -23.3% | +21.6% | +1.8% |
| 30D | -0.3% | -29.5% | +29.2% | +4.5% |
| 3M | +4.0% | -20.0% | +23.9% | +6.8% |
| 6M | +8.1% | -27.2% | +35.3% | +12.9% |
| YTD | +11.6% | -33.9% | +45.5% | +18.4% |
| 1Y | +16.2% | -19.9% | +36.2% | +19.1% |
| All | +61.4% | -38.4% | +99.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling