+149.1%
COPX vs VSXY
+352.7%
-203.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.5% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | +0.3% | -18.7% | +18.9% | +2.8% |
| 3M | +6.8% | -4.0% | +10.8% | +6.9% |
| 6M | +7.9% | +67.5% | -59.5% | -1.1% |
| YTD | +23.7% | +39.7% | -15.9% | +15.6% |
| 1Y | +71.5% | +180.0% | -108.4% | +46.3% |
| 3Y | +149.1% | +337.3% | -188.2% | +88.0% |
| All | +149.1% | +352.7% | -203.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling