+222.3%
VT vs COPX
+592.9%
-370.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.9% |
| 7D | +1.0% | +5.8% | -4.7% | -0.9% |
| 30D | -0.2% | +7.2% | -7.4% | -2.8% |
| 3M | +4.5% | +16.5% | -12.0% | -1.5% |
| 6M | +14.1% | +18.4% | -4.4% | +5.7% |
| YTD | +14.8% | +31.9% | -17.2% | +1.2% |
| 1Y | +21.2% | +88.5% | -67.3% | -6.5% |
| 3Y | +76.6% | +173.1% | -96.5% | +14.9% |
| 5Y | +66.6% | +193.1% | -126.5% | +2.0% |
| 10Y | +222.3% | +591.7% | -369.4% | +26.2% |
| All | +222.3% | +592.9% | -370.7% | +26.2% |
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