+89.6%
VRT vs COPX
+73.7%
+15.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -8.4% | -2.3% | -6.0% | -7.1% |
| 30D | -10.9% | +0.3% | -11.1% | -11.3% |
| 3M | -13.7% | +6.8% | -20.5% | -18.0% |
| 6M | -4.1% | +7.9% | -12.1% | -10.9% |
| YTD | +58.7% | +23.7% | +35.0% | +29.7% |
| 1Y | +89.6% | +71.5% | +18.1% | +17.9% |
| All | +89.6% | +73.7% | +15.9% | +17.9% |
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