+670.8%
COPX vs VTEB
+25.1%
+645.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.3% |
| 7D | -2.9% | -1.2% | -1.7% | -1.8% |
| 30D | 0.0% | -2.9% | +2.9% | +2.8% |
| 3M | +14.8% | -3.2% | +17.9% | +18.3% |
| 6M | +7.0% | -2.6% | +9.7% | +10.0% |
| YTD | +23.8% | -1.8% | +25.7% | +26.5% |
| 1Y | +75.7% | +0.2% | +75.5% | +76.4% |
| 3Y | +156.4% | +8.2% | +148.2% | +142.5% |
| 5Y | +167.6% | +0.8% | +166.7% | +164.2% |
| 10Y | +569.1% | +17.7% | +551.5% | +670.5% |
| All | +670.8% | +25.1% | +645.7% | +1,044.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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