+326.5%
COPX vs VT
+217.6%
+108.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | +1.6% | -0.1% | +1.8% | +2.0% |
| 30D | -15.0% | -3.1% | -12.0% | -10.6% |
| 3M | -18.6% | -3.5% | -15.1% | -13.6% |
| 6M | -14.9% | +0.5% | -15.4% | -13.8% |
| YTD | +1.8% | +10.8% | -8.9% | -8.8% |
| 1Y | +19.7% | +11.9% | +7.8% | +5.9% |
| 3Y | +140.9% | +73.0% | +67.9% | +18.1% |
| 5Y | +130.6% | +58.6% | +72.0% | +29.1% |
| 10Y | +326.5% | +219.2% | +107.3% | -16.0% |
| All | +326.5% | +217.6% | +108.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling