+21.0%
VRT vs COP
+61.7%
-40.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.8% |
| 7D | +18.6% | +3.4% | +15.2% | +19.4% |
| 30D | -11.7% | -0.6% | -11.1% | -11.5% |
| 3M | -27.3% | +10.8% | -38.0% | -24.9% |
| 6M | -42.9% | +19.6% | -62.5% | -39.1% |
| YTD | +29.5% | +52.9% | -23.4% | +30.2% |
| 1Y | +21.0% | +62.2% | -41.2% | +20.2% |
| All | +21.0% | +61.7% | -40.7% | +20.2% |
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