+320.3%
COP vs VST
+1,112.0%
-791.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.6% | -10.0% | -2.2% |
| 7D | -11.5% | -9.8% | -1.7% | -9.4% |
| 30D | +5.0% | -25.1% | +30.1% | +12.3% |
| 3M | +17.5% | -11.6% | +29.1% | +19.7% |
| 6M | +16.2% | -20.9% | +37.1% | +20.5% |
| YTD | +48.8% | -22.3% | +71.1% | +51.7% |
| 1Y | +64.1% | -32.0% | +96.1% | +73.1% |
| 3Y | +25.7% | +262.4% | -236.7% | -45.5% |
| 5Y | +114.4% | +563.4% | -449.0% | -33.9% |
| All | +320.3% | +1,112.0% | -791.8% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling