+160.2%
VXUS vs COO
+331.2%
-171.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.7% |
| 7D | -1.8% | +4.7% | -6.5% | -3.2% |
| 30D | -4.6% | +13.9% | -18.5% | -8.4% |
| 3M | -6.1% | -14.9% | +8.9% | -2.1% |
| 6M | -4.9% | +2.0% | -6.9% | -7.0% |
| YTD | +8.1% | -23.9% | +32.0% | +15.9% |
| 1Y | +12.1% | -9.6% | +21.7% | +13.5% |
| 3Y | +63.9% | -25.4% | +89.3% | +71.1% |
| 5Y | +43.1% | -41.2% | +84.3% | +59.1% |
| 10Y | +139.2% | +42.1% | +97.1% | +93.1% |
| All | +160.2% | +331.2% | -171.0% | +40.1% |
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