+192.7%
VSH vs COPX
+583.8%
-391.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +4.8% | -2.3% | +7.1% | +5.9% |
| 30D | -0.7% | +0.3% | -1.0% | -1.4% |
| 3M | -43.1% | +6.8% | -49.9% | -45.4% |
| 6M | +91.8% | +7.9% | +83.8% | +82.7% |
| YTD | +131.6% | +23.7% | +107.9% | +101.1% |
| 1Y | +118.1% | +71.5% | +46.5% | +57.2% |
| 3Y | +40.9% | +149.1% | -108.2% | -20.1% |
| 5Y | +75.8% | +167.3% | -91.6% | -9.8% |
| All | +192.7% | +583.8% | -391.1% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling