+189.8%
COP vs VSXY
+37.5%
+152.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +8.6% | -18.7% | +27.3% | +9.9% |
| 3M | +19.9% | -4.0% | +23.8% | +19.8% |
| 6M | +19.0% | +67.5% | -48.5% | +13.0% |
| YTD | +50.0% | +39.7% | +10.3% | +43.8% |
| 1Y | +50.5% | +180.0% | -129.5% | +34.7% |
| 3Y | +25.2% | +337.3% | -312.1% | +2.7% |
| 5Y | +194.3% | +22.7% | +171.6% | +158.3% |
| All | +189.8% | +37.5% | +152.3% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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