+55.6%
VFC vs COPX
+31.7%
+23.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.5% | +3.3% |
| 7D | +21.5% | -3.0% | +24.4% | +22.4% |
| 30D | +46.7% | -13.6% | +60.3% | +52.7% |
| 3M | +38.4% | -11.2% | +49.6% | +42.1% |
| 6M | +15.2% | -2.4% | +17.6% | +11.7% |
| YTD | +17.8% | +4.2% | +13.6% | +4.1% |
| 1Y | +55.6% | +32.2% | +23.4% | +13.9% |
| All | +55.6% | +31.7% | +23.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling