+60.7%
COP vs VST
-35.7%
+96.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.8% | +8.7% | -6.1% |
| 7D | -8.1% | -15.7% | +7.6% | -9.2% |
| 30D | +6.7% | -17.0% | +23.6% | +5.4% |
| 3M | +16.9% | -15.9% | +32.8% | +15.7% |
| 6M | +11.2% | -25.0% | +36.2% | +9.6% |
| YTD | +49.5% | -25.1% | +74.6% | +49.3% |
| 1Y | +60.7% | -34.9% | +95.5% | +59.1% |
| All | +60.7% | -35.7% | +96.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling