+27.9%
VTV vs COPX
+31.7%
-3.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +1.1% |
| 7D | +1.8% | -3.0% | +4.7% | +2.1% |
| 30D | +6.0% | -13.6% | +19.6% | +7.6% |
| 3M | +3.7% | -11.2% | +14.9% | +4.8% |
| 6M | +13.9% | -2.4% | +16.3% | +13.3% |
| YTD | +22.8% | +4.2% | +18.6% | +18.1% |
| 1Y | +27.9% | +32.2% | -4.3% | +16.5% |
| All | +27.9% | +31.7% | -3.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling