+63.4%
VSH vs COPX
+31.7%
+31.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.0% | -7.8% |
| 7D | -13.6% | -3.0% | -10.7% | -11.9% |
| 30D | -30.4% | -13.6% | -16.7% | -22.9% |
| 3M | -33.3% | -11.2% | -22.0% | -28.3% |
| 6M | -15.1% | -2.4% | -12.7% | -12.0% |
| YTD | +80.2% | +4.2% | +76.0% | +67.1% |
| 1Y | +63.4% | +32.2% | +31.2% | +19.8% |
| All | +63.4% | +31.7% | +31.6% | +19.8% |
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