+379.7%
VRT vs COP
+34.5%
+345.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | +10.5% | +4.4% | +6.1% | +9.3% |
| 30D | -9.3% | 0.0% | -9.3% | -9.3% |
| 3M | -29.6% | +15.0% | -44.6% | -32.2% |
| 6M | -45.4% | +22.0% | -67.4% | -48.5% |
| YTD | +24.8% | +55.3% | -30.5% | +2.9% |
| 1Y | +23.6% | +64.1% | -40.5% | -1.2% |
| 3Y | +379.7% | +34.1% | +345.6% | +322.2% |
| All | +379.7% | +34.5% | +345.2% | +322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling