+75.7%
VTI vs COPX
+149.4%
-73.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | -1.4% | +0.3% | -1.7% | -1.7% |
| 3M | +3.6% | +6.8% | -3.2% | +1.5% |
| 6M | +13.6% | +7.9% | +5.7% | +10.1% |
| YTD | +12.9% | +23.7% | -10.8% | +4.5% |
| 1Y | +17.2% | +71.5% | -54.3% | -1.2% |
| 3Y | +75.7% | +149.1% | -73.4% | +28.2% |
| All | +75.7% | +149.4% | -73.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling