+977.6%
VRT vs COPX
+163.4%
+814.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -8.4% | -2.3% | -6.0% | -7.0% |
| 30D | -10.9% | +0.3% | -11.1% | -11.4% |
| 3M | -13.7% | +6.8% | -20.5% | -18.0% |
| 6M | -4.1% | +7.9% | -12.1% | -10.7% |
| YTD | +58.7% | +23.7% | +35.0% | +34.2% |
| 1Y | +89.6% | +71.5% | +18.1% | +29.8% |
| 3Y | +558.1% | +149.1% | +409.0% | +243.5% |
| All | +977.6% | +163.4% | +814.2% | +437.2% |
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 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