-25.1%
VST vs COPX
+20.9%
-46.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | +10.9% | -1.5% | +12.5% | +11.6% |
| 30D | -15.6% | -14.0% | -1.6% | -11.3% |
| 3M | -7.8% | -17.1% | +9.4% | -2.2% |
| 6M | -12.0% | -15.9% | +3.9% | -8.2% |
| YTD | -16.9% | +2.6% | -19.5% | -22.0% |
| 1Y | -25.1% | +21.6% | -46.7% | -34.1% |
| All | -25.1% | +20.9% | -46.0% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling