+123.4%
VRT vs COP
+46.5%
+76.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.2% |
| 7D | +9.1% | +3.0% | +6.1% | +9.7% |
| 30D | +0.9% | +17.5% | -16.6% | +3.7% |
| 3M | -13.4% | +13.4% | -26.7% | -10.5% |
| 6M | +11.7% | +17.7% | -6.0% | +12.1% |
| YTD | +73.2% | +46.6% | +26.6% | +66.8% |
| 1Y | +123.4% | +44.6% | +78.8% | +111.5% |
| All | +123.4% | +46.5% | +76.9% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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