-13.0%
VFC vs COPX
+73.7%
-86.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -2.3% | +1.0% | -0.9% |
| 30D | -9.0% | +0.3% | -9.2% | -9.3% |
| 3M | -24.2% | +6.8% | -31.0% | -26.1% |
| 6M | -18.5% | +7.9% | -26.5% | -22.4% |
| YTD | -25.9% | +23.7% | -49.6% | -33.0% |
| 1Y | -13.0% | +71.5% | -84.5% | -20.7% |
| All | -13.0% | +73.7% | -86.7% | -20.7% |
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