+123.4%
VRT vs COPX
+84.7%
+38.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +9.1% | -4.0% | +13.1% | +11.8% |
| 30D | +0.9% | +4.5% | -3.6% | -2.3% |
| 3M | -13.4% | +0.8% | -14.2% | -14.7% |
| 6M | +11.7% | +3.2% | +8.5% | +6.9% |
| YTD | +73.2% | +26.7% | +46.5% | +40.3% |
| 1Y | +123.4% | +85.7% | +37.7% | +46.2% |
| All | +123.4% | +84.7% | +38.7% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling