+1,142.3%
VST vs COPX
+322.8%
+819.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | +10.9% | -1.5% | +12.5% | +11.8% |
| 30D | -15.6% | -14.0% | -1.6% | -10.6% |
| 3M | -7.8% | -17.1% | +9.4% | -1.3% |
| 6M | -12.0% | -15.9% | +3.9% | -7.3% |
| YTD | -16.9% | +2.6% | -19.5% | -20.2% |
| 1Y | -25.1% | +21.6% | -46.7% | -32.8% |
| 3Y | +297.1% | +142.7% | +154.4% | +173.9% |
| 5Y | +641.9% | +122.2% | +519.7% | +407.3% |
| 10Y | +1,142.3% | +338.8% | +803.5% | +469.8% |
| All | +1,142.3% | +322.8% | +819.5% | +469.8% |
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