+408.8%
VT vs COPX
+186.2%
+222.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.4% | -4.0% | +4.4% | +1.9% |
| 30D | +1.0% | +4.5% | -3.6% | -0.8% |
| 3M | +2.4% | +0.8% | +1.6% | +1.1% |
| 6M | +12.0% | +3.2% | +8.8% | +8.6% |
| YTD | +15.3% | +26.7% | -11.4% | +2.8% |
| 1Y | +22.6% | +85.7% | -63.1% | -5.6% |
| 3Y | +74.7% | +151.2% | -76.5% | +16.2% |
| 5Y | +66.1% | +170.0% | -103.8% | +4.1% |
| 10Y | +225.0% | +572.9% | -347.9% | +30.8% |
| All | +408.8% | +186.2% | +222.6% | +171.3% |
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