+65.6%
VSH vs COPX
+167.3%
-101.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.0% | +2.8% |
| 7D | +3.1% | -2.9% | +6.0% | +4.4% |
| 30D | -5.7% | 0.0% | -5.7% | -6.2% |
| 3M | -42.5% | +14.8% | -57.3% | -46.7% |
| 6M | +82.7% | +7.0% | +75.6% | +75.3% |
| YTD | +118.2% | +23.8% | +94.4% | +92.4% |
| 1Y | +109.7% | +75.7% | +34.0% | +55.7% |
| 3Y | +35.3% | +156.4% | -121.1% | -17.7% |
| 5Y | +65.6% | +167.6% | -102.0% | -4.4% |
| All | +65.6% | +167.3% | -101.7% | -4.4% |
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