-5.2%
VTRS vs COPX
+179.5%
-184.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -2.3% | +0.2% | -1.6% |
| 30D | +3.3% | +0.3% | +3.1% | +2.9% |
| 3M | +2.0% | +6.8% | -4.8% | -1.3% |
| 6M | +19.9% | +7.9% | +12.0% | +14.1% |
| YTD | +35.7% | +23.7% | +12.0% | +21.8% |
| 1Y | +68.1% | +71.5% | -3.4% | +33.6% |
| 3Y | +87.1% | +149.1% | -62.0% | +26.8% |
| 5Y | +47.6% | +167.3% | -119.7% | -5.7% |
| 10Y | -48.2% | +568.5% | -616.7% | -77.8% |
| All | -5.2% | +179.5% | -184.7% | -47.0% |
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