+2,723.0%
VRT vs COPX
+372.4%
+2,350.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +9.1% | -4.0% | +13.1% | +11.5% |
| 30D | +0.9% | +4.5% | -3.6% | -1.9% |
| 3M | -13.4% | +0.8% | -14.2% | -14.3% |
| 6M | +11.7% | +3.2% | +8.5% | +8.1% |
| YTD | +73.2% | +26.7% | +46.5% | +49.2% |
| 1Y | +123.4% | +85.7% | +37.7% | +56.8% |
| 3Y | +606.2% | +151.2% | +455.0% | +315.5% |
| 5Y | +899.9% | +170.0% | +729.9% | +458.4% |
| All | +2,723.0% | +372.4% | +2,350.6% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling