+588.9%
VST vs COPX
+119.7%
+469.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.5% | +9.1% | +10.0% |
| 7D | -9.8% | -1.0% | -8.8% | -9.7% |
| 30D | -25.1% | -14.8% | -10.4% | -20.3% |
| 3M | -11.6% | -17.2% | +5.7% | -5.3% |
| 6M | -20.9% | -14.5% | -6.5% | -17.3% |
| YTD | -22.3% | -0.4% | -21.9% | -24.9% |
| 1Y | -32.0% | +21.9% | -53.9% | -39.8% |
| 3Y | +262.4% | +123.7% | +138.6% | +155.9% |
| All | +588.9% | +119.7% | +469.2% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling