+1,788.6%
VGT vs COPX
+179.8%
+1,608.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +5.9% | +1.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.1% |
| 30D | -0.4% | 0.0% | -0.5% | -0.8% |
| 3M | +6.6% | +14.8% | -8.2% | +0.7% |
| 6M | +31.0% | +7.0% | +24.0% | +25.9% |
| YTD | +27.2% | +23.8% | +3.4% | +14.6% |
| 1Y | +34.5% | +75.7% | -41.2% | +6.0% |
| 3Y | +123.1% | +156.4% | -33.3% | +48.9% |
| 5Y | +135.1% | +167.6% | -32.5% | +50.4% |
| 10Y | +803.4% | +569.1% | +234.2% | +284.8% |
| All | +1,788.6% | +179.8% | +1,608.8% | +920.6% |
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