+336.7%
COP vs VST
+1,139.0%
-802.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +4.4% | +6.6% | -2.2% | +2.6% |
| 30D | 0.0% | -12.4% | +12.3% | +2.7% |
| 3M | +15.0% | -9.0% | +24.0% | +16.2% |
| 6M | +22.0% | -6.4% | +28.4% | +20.7% |
| YTD | +55.3% | -17.2% | +72.5% | +55.5% |
| 1Y | +64.1% | -22.0% | +86.2% | +66.4% |
| 3Y | +34.1% | +296.7% | -262.6% | -43.9% |
| 5Y | +133.4% | +637.6% | -504.2% | -31.3% |
| All | +336.7% | +1,139.0% | -802.3% | -5.8% |
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