-39.3%
VG vs COPX
+134.1%
-173.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +1.7% | -4.0% | +5.7% | +2.0% |
| 30D | +16.0% | +4.5% | +11.5% | +15.5% |
| 3M | +9.7% | +0.8% | +8.9% | +10.1% |
| 6M | +29.6% | +3.2% | +26.4% | +30.8% |
| YTD | +112.0% | +26.7% | +85.3% | +78.4% |
| 1Y | +12.8% | +85.7% | -72.9% | -29.6% |
| All | -39.3% | +134.1% | -173.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling