+1,238.2%
VST vs COPX
+598.8%
+639.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.1% |
| 7D | +9.9% | +5.8% | +4.1% | +7.6% |
| 30D | +7.9% | +7.2% | +0.7% | +4.9% |
| 3M | +3.4% | +16.5% | -13.1% | -3.2% |
| 6M | -4.1% | +18.4% | -22.6% | -11.7% |
| YTD | -5.7% | +31.9% | -37.6% | -17.4% |
| 1Y | -18.9% | +88.5% | -107.4% | -38.2% |
| 3Y | +359.1% | +173.1% | +186.0% | +202.3% |
| 5Y | +766.9% | +193.1% | +573.8% | +436.4% |
| All | +1,238.2% | +598.8% | +639.4% | +452.3% |
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