+113.1%
COP vs VST
+515.1%
-402.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | -0.3% |
| 7D | -9.7% | -19.9% | +10.2% | -7.2% |
| 30D | +4.7% | -29.7% | +34.4% | +9.2% |
| 3M | +18.5% | -19.6% | +38.1% | +21.2% |
| 6M | +11.4% | -29.4% | +40.8% | +15.4% |
| YTD | +47.9% | -29.7% | +77.6% | +51.6% |
| 1Y | +59.3% | -40.0% | +99.4% | +67.4% |
| 3Y | +23.6% | +231.0% | -207.4% | -27.1% |
| 5Y | +113.1% | +500.1% | -387.0% | +0.3% |
| All | +113.1% | +515.1% | -402.0% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling