+654.4%
VRT vs COPX
+107.3%
+547.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -1.9% |
| 7D | +10.5% | -2.8% | +13.3% | +12.8% |
| 30D | -9.3% | -14.3% | +5.0% | +0.6% |
| 3M | -29.6% | -19.0% | -10.5% | -19.2% |
| 6M | -45.4% | -24.4% | -20.9% | -35.2% |
| YTD | +24.8% | -3.2% | +28.1% | +23.4% |
| 1Y | +23.6% | +15.2% | +8.5% | +8.7% |
| 3Y | +379.7% | +127.6% | +252.0% | +156.4% |
| All | +654.4% | +107.3% | +547.1% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling