-38.0%
VG vs COPX
+143.7%
-181.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.8% |
| 7D | -2.5% | +5.8% | -8.3% | -2.9% |
| 30D | +11.1% | +7.2% | +3.9% | +10.4% |
| 3M | +14.9% | +16.5% | -1.6% | +13.2% |
| 6M | +18.4% | +18.4% | -0.1% | +14.0% |
| YTD | +116.6% | +31.9% | +84.7% | +81.7% |
| 1Y | +9.4% | +88.5% | -79.1% | -30.5% |
| All | -38.0% | +143.7% | -181.7% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling