+184.0%
COPX vs VYM
+551.6%
-367.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.2% |
| 7D | -2.9% | -1.9% | -1.0% | -0.2% |
| 30D | 0.0% | -2.6% | +2.6% | +4.0% |
| 3M | +14.8% | +3.6% | +11.2% | +9.3% |
| 6M | +7.0% | +8.7% | -1.6% | -4.1% |
| YTD | +23.8% | +14.1% | +9.7% | +3.7% |
| 1Y | +75.7% | +17.8% | +57.9% | +41.0% |
| 3Y | +156.4% | +64.5% | +91.9% | +27.2% |
| 5Y | +167.6% | +77.5% | +90.0% | +19.6% |
| 10Y | +569.1% | +206.1% | +363.0% | +25.1% |
| All | +184.0% | +551.6% | -367.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling