-79.0%
VFC vs COPX
+167.3%
-246.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +1.6% |
| 7D | -3.3% | -2.9% | -0.4% | -2.2% |
| 30D | -14.0% | 0.0% | -14.0% | -14.5% |
| 3M | -22.6% | +14.8% | -37.4% | -28.5% |
| 6M | -24.7% | +7.0% | -31.8% | -29.4% |
| YTD | -29.0% | +23.8% | -52.8% | -39.2% |
| 1Y | -13.8% | +75.7% | -89.5% | -39.2% |
| 3Y | -28.2% | +156.4% | -184.6% | -60.1% |
| 5Y | -79.0% | +167.6% | -246.6% | -88.8% |
| All | -79.0% | +167.3% | -246.3% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling