+702.5%
VTI vs COPX
+179.8%
+522.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +1.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -1.9% | 0.0% | -2.0% | -2.3% |
| 3M | +4.5% | +14.8% | -10.3% | -0.9% |
| 6M | +12.6% | +7.0% | +5.5% | +8.0% |
| YTD | +12.0% | +23.8% | -11.9% | +1.2% |
| 1Y | +17.3% | +75.7% | -58.4% | -6.1% |
| 3Y | +75.3% | +156.4% | -81.1% | +19.7% |
| 5Y | +74.0% | +167.6% | -93.6% | +13.6% |
| 10Y | +300.0% | +569.1% | -269.1% | +75.7% |
| All | +702.5% | +179.8% | +522.7% | +341.2% |
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 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