+372.6%
VSH vs COPX
+198.0%
+174.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -3.4% |
| 7D | +6.2% | +5.8% | +0.5% | +2.8% |
| 30D | -11.1% | +7.2% | -18.3% | -14.9% |
| 3M | -44.9% | +16.5% | -61.4% | -49.4% |
| 6M | +90.0% | +18.4% | +71.5% | +72.5% |
| YTD | +118.8% | +31.9% | +86.9% | +84.6% |
| 1Y | +109.0% | +88.5% | +20.5% | +44.6% |
| 3Y | +35.6% | +173.1% | -137.5% | -25.4% |
| 5Y | +66.7% | +193.1% | -126.4% | -16.7% |
| 10Y | +167.9% | +591.7% | -423.7% | -23.9% |
| All | +372.6% | +198.0% | +174.7% | +100.4% |
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 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