+164.7%
COPX vs VSXY
+22.6%
+142.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | +0.3% | -18.7% | +18.9% | +3.2% |
| 3M | +6.8% | -4.0% | +10.8% | +6.9% |
| 6M | +7.9% | +67.5% | -59.5% | -2.7% |
| YTD | +23.7% | +39.7% | -15.9% | +14.2% |
| 1Y | +71.5% | +180.0% | -108.4% | +41.0% |
| 3Y | +149.1% | +337.3% | -188.2% | +75.0% |
| All | +164.7% | +22.6% | +142.0% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling