+300.6%
VWO vs COO
+215.0%
+85.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.7% | -2.3% | +4.0% | +2.4% |
| 30D | -4.2% | +13.3% | -17.5% | -8.1% |
| 3M | -4.6% | -18.1% | +13.4% | +0.7% |
| 6M | -5.0% | +6.7% | -11.7% | -8.5% |
| YTD | +6.8% | -23.2% | +30.0% | +14.2% |
| 1Y | +5.8% | -12.3% | +18.1% | +8.1% |
| 3Y | +58.1% | -23.6% | +81.7% | +63.5% |
| 5Y | +27.6% | -38.7% | +66.3% | +39.6% |
| 10Y | +113.9% | +42.2% | +71.8% | +69.1% |
| All | +300.6% | +215.0% | +85.6% | +80.2% |
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