+1,002.6%
VST vs COPX
+427.6%
+575.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.5% |
| 3M | -11.6% | -17.2% | +5.7% | -5.5% |
| 6M | -20.9% | -14.5% | -6.5% | -17.4% |
| YTD | -22.3% | -0.4% | -21.9% | -24.5% |
| 1Y | -32.0% | +21.9% | -53.9% | -39.1% |
| 3Y | +262.4% | +123.7% | +138.6% | +158.1% |
| 5Y | +563.4% | +121.8% | +441.5% | +355.6% |
| 10Y | +1,120.7% | +397.9% | +722.8% | +464.0% |
| All | +1,002.6% | +427.6% | +575.0% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling