+314.1%
COPX vs VT
+221.8%
+92.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | -2.8% | +2.4% | -5.2% | -6.0% |
| 30D | -14.3% | -1.5% | -12.8% | -12.0% |
| 3M | -19.0% | -4.1% | -14.9% | -13.2% |
| 6M | -24.4% | +0.6% | -25.0% | -23.4% |
| YTD | -3.2% | +11.0% | -14.3% | -13.6% |
| 1Y | +15.2% | +13.3% | +1.8% | +0.1% |
| 3Y | +127.6% | +73.4% | +54.2% | +11.3% |
| 5Y | +106.0% | +57.4% | +48.6% | +16.6% |
| All | +314.1% | +221.8% | +92.4% | -16.3% |
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