-18.9%
VST vs COPX
+88.4%
-107.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.2% |
| 7D | +9.9% | +5.8% | +4.1% | +7.8% |
| 30D | +7.9% | +7.2% | +0.7% | +5.1% |
| 3M | +3.4% | +16.5% | -13.1% | -3.0% |
| 6M | -4.1% | +18.4% | -22.6% | -11.9% |
| YTD | -5.7% | +31.9% | -37.6% | -21.0% |
| 1Y | -18.9% | +88.5% | -107.4% | -35.1% |
| All | -18.9% | +88.4% | -107.3% | -35.1% |
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