+329.9%
COP vs VST
+1,153.0%
-823.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +3.4% | +19.2% | -15.8% | -1.5% |
| 30D | -0.6% | -17.2% | +16.6% | +3.6% |
| 3M | +10.8% | -8.1% | +18.9% | +11.6% |
| 6M | +19.6% | -8.1% | +27.8% | +19.0% |
| YTD | +52.9% | -16.3% | +69.2% | +52.7% |
| 1Y | +62.2% | -24.1% | +86.3% | +65.9% |
| 3Y | +32.4% | +300.2% | -267.9% | -44.7% |
| 5Y | +129.7% | +645.9% | -516.2% | -32.5% |
| All | +329.9% | +1,153.0% | -823.1% | -7.5% |
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