+128.3%
COPX vs VT
+377.9%
-249.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.1% |
| 7D | -1.0% | -2.3% | +1.3% | +2.7% |
| 30D | -14.8% | -5.0% | -9.8% | -7.6% |
| 3M | -17.2% | -4.9% | -12.4% | -10.2% |
| 6M | -14.5% | -1.5% | -12.9% | -10.6% |
| YTD | -0.4% | +8.5% | -8.9% | -8.5% |
| 1Y | +21.9% | +11.4% | +10.5% | +8.0% |
| 3Y | +123.7% | +70.1% | +53.7% | +8.0% |
| 5Y | +121.8% | +53.7% | +68.1% | +25.4% |
| 10Y | +397.9% | +220.0% | +177.9% | -3.7% |
| All | +128.3% | +377.9% | -249.6% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling