+190.5%
COPX vs VT
+408.1%
-217.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.0% | +0.4% | -4.4% | -4.6% |
| 30D | +4.5% | +1.0% | +3.6% | +3.1% |
| 3M | +0.8% | +2.4% | -1.6% | -1.6% |
| 6M | +3.2% | +12.0% | -8.8% | -10.7% |
| YTD | +26.7% | +15.3% | +11.4% | +5.6% |
| 1Y | +85.7% | +22.6% | +63.1% | +42.1% |
| 3Y | +151.2% | +74.7% | +76.5% | +15.8% |
| 5Y | +170.0% | +66.1% | +103.8% | +35.2% |
| 10Y | +572.9% | +225.0% | +347.9% | +26.7% |
| All | +190.5% | +408.1% | -217.5% | -70.4% |
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