+182.9%
COPX vs VLTO
+27.2%
+155.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -4.0% | -2.3% | -1.7% | -3.4% |
| 30D | +4.5% | -0.9% | +5.4% | +4.8% |
| 3M | +0.8% | +13.8% | -13.0% | -3.7% |
| 6M | +3.2% | +2.0% | +1.2% | +2.4% |
| YTD | +26.7% | -3.2% | +29.9% | +27.8% |
| 1Y | +85.7% | -9.2% | +94.9% | +91.5% |
| All | +182.9% | +27.2% | +155.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 all: compounded portfolio wealth divided by compounded VLTO 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…
all analysis · Full analysis span regression · 6 months rolling