+25.8%
VWO vs COO
-40.4%
+66.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -4.3% | +14.2% | -18.4% | -6.9% |
| 3M | -6.4% | -18.2% | +11.8% | -2.7% |
| 6M | -5.6% | +5.3% | -11.0% | -7.9% |
| YTD | +5.2% | -23.6% | +28.8% | +10.9% |
| 1Y | +5.2% | -12.7% | +17.9% | +7.2% |
| 3Y | +55.5% | -24.2% | +79.7% | +58.7% |
| All | +25.8% | -40.4% | +66.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling