-2.1%
VCIT vs COPX
-13.5%
+11.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +1.9% | -14.8% | +16.7% | +2.5% |
| 3M | -1.4% | -17.2% | +15.8% | -0.8% |
| 6M | -2.1% | -14.5% | +12.3% | -1.8% |
| All | -2.1% | -13.5% | +11.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 6mo: compounded portfolio wealth divided by compounded COPX 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…
6mo analysis · Full analysis span regression · 6 months rolling