+565.2%
COPX vs VYM
+209.2%
+356.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.0% |
| 7D | -2.3% | -0.8% | -1.6% | -1.3% |
| 30D | +0.3% | -2.2% | +2.5% | +3.3% |
| 3M | +6.8% | +3.1% | +3.8% | +2.8% |
| 6M | +7.9% | +9.7% | -1.8% | -3.4% |
| YTD | +23.7% | +14.9% | +8.8% | +4.7% |
| 1Y | +71.5% | +17.6% | +54.0% | +41.5% |
| 3Y | +149.1% | +65.3% | +83.8% | +33.9% |
| 5Y | +167.3% | +78.7% | +88.6% | +32.0% |
| All | +565.2% | +209.2% | +356.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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