+378.6%
VT vs COPX
+125.0%
+253.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -5.0% | -14.8% | +9.8% | +0.3% |
| 3M | -4.9% | -17.2% | +12.4% | +1.0% |
| 6M | -1.5% | -14.5% | +12.9% | +2.1% |
| YTD | +8.5% | -0.4% | +8.9% | +4.7% |
| 1Y | +11.4% | +21.9% | -10.5% | -0.4% |
| 3Y | +70.1% | +123.7% | -53.7% | +17.1% |
| 5Y | +53.7% | +121.8% | -68.1% | +2.9% |
| 10Y | +220.0% | +397.9% | -177.9% | +42.8% |
| All | +378.6% | +125.0% | +253.7% | +176.4% |
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