+127.4%
COPX vs VLTO
+56.3%
+71.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | -15.0% | +22.0% | -37.0% | -19.2% |
| 3M | -18.6% | +21.9% | -40.5% | -22.6% |
| 6M | -14.9% | +36.5% | -51.5% | -22.3% |
| YTD | +1.8% | +19.0% | -17.1% | -2.6% |
| 1Y | +19.7% | +21.0% | -1.3% | +13.6% |
| 3Y | +140.9% | +69.9% | +71.0% | +109.7% |
| All | +127.4% | +56.3% | +71.1% | +102.2% |
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