+1,917.9%
VRT vs COP
+146.2%
+1,771.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.3% | +11.0% | +10.0% |
| 7D | -10.6% | -8.4% | -2.2% | -8.1% |
| 30D | -17.4% | +0.3% | -17.7% | -17.5% |
| 3M | -26.4% | +15.1% | -41.5% | -29.8% |
| 6M | -41.0% | +19.8% | -60.8% | -44.8% |
| YTD | +23.8% | +46.8% | -23.0% | +6.9% |
| 1Y | +11.6% | +59.7% | -48.1% | -6.5% |
| 3Y | +403.5% | +28.7% | +374.8% | +347.5% |
| 5Y | +647.0% | +110.7% | +536.3% | +452.4% |
| All | +1,917.9% | +146.2% | +1,771.6% | +893.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling