+32.8%
VSH vs COPX
+149.6%
-116.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.0% | +3.4% |
| 7D | +3.1% | -2.9% | +6.0% | +4.6% |
| 30D | -5.7% | 0.0% | -5.7% | -6.3% |
| 3M | -42.5% | +14.8% | -57.3% | -47.5% |
| 6M | +82.7% | +7.0% | +75.6% | +73.4% |
| YTD | +118.2% | +23.8% | +94.4% | +86.2% |
| 1Y | +109.7% | +75.7% | +34.0% | +44.9% |
| All | +32.8% | +149.6% | -116.8% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling