+565.2%
COPX vs VCLT
+17.1%
+548.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.3% | -1.4% | -1.0% | -1.6% |
| 30D | +0.3% | -1.2% | +1.4% | +0.9% |
| 3M | +6.8% | -4.8% | +11.6% | +9.5% |
| 6M | +7.9% | -2.6% | +10.5% | +9.8% |
| YTD | +23.7% | -3.3% | +27.1% | +26.3% |
| 1Y | +71.5% | -4.8% | +76.4% | +76.3% |
| 3Y | +149.1% | +11.5% | +137.6% | +139.8% |
| 5Y | +167.3% | -17.0% | +184.3% | +180.0% |
| All | +565.2% | +17.1% | +548.1% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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