+329.3%
VWO vs COO
+248.4%
+80.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | +2.4% | -7.0% | +9.4% | +4.7% |
| 3M | +2.0% | +12.2% | -10.2% | -2.4% |
| 6M | +10.7% | -15.1% | +25.8% | +15.7% |
| YTD | +14.4% | -15.1% | +29.5% | +19.5% |
| 1Y | +22.7% | +2.3% | +20.4% | +20.0% |
| 3Y | +64.2% | -23.7% | +87.9% | +71.5% |
| 5Y | +35.8% | -38.9% | +74.7% | +50.1% |
| 10Y | +114.7% | +49.9% | +64.8% | +68.4% |
| All | +329.3% | +248.4% | +80.9% | +88.5% |
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