+122.4%
COPX vs VLTO
+54.8%
+67.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -1.0% | +5.4% | -6.4% | -2.1% |
| 30D | -14.8% | +22.3% | -37.1% | -19.0% |
| 3M | -17.2% | +19.6% | -36.9% | -20.9% |
| 6M | -14.5% | +35.2% | -49.6% | -21.8% |
| YTD | -0.4% | +17.9% | -18.3% | -4.5% |
| 1Y | +21.9% | +19.5% | +2.3% | +16.0% |
| 3Y | +123.7% | +73.9% | +49.8% | +93.7% |
| All | +122.4% | +54.8% | +67.5% | +98.1% |
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