+365.9%
COPX vs VT
+223.7%
+142.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +1.7% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | -12.2% | -2.6% | -9.6% | -8.4% |
| 3M | -14.5% | -3.2% | -11.3% | -9.7% |
| 6M | -12.2% | +0.9% | -13.1% | -11.6% |
| YTD | +5.2% | +11.3% | -6.1% | -6.5% |
| 1Y | +27.0% | +14.0% | +13.0% | +9.4% |
| 3Y | +149.1% | +75.8% | +73.3% | +19.3% |
| 5Y | +132.1% | +57.8% | +74.3% | +30.9% |
| 10Y | +365.9% | +219.8% | +146.1% | -4.9% |
| All | +365.9% | +223.7% | +142.2% | -4.9% |
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