+54.4%
VXUS vs COO
-38.8%
+93.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | +2.2% | -7.0% | +9.2% | +4.0% |
| 3M | +3.0% | +12.2% | -9.2% | -0.7% |
| 6M | +10.7% | -15.1% | +25.8% | +15.2% |
| YTD | +17.8% | -15.1% | +32.9% | +22.6% |
| 1Y | +27.6% | +2.3% | +25.2% | +25.5% |
| 3Y | +73.3% | -23.7% | +97.0% | +80.7% |
| All | +54.4% | -38.8% | +93.1% | +63.5% |
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 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