+542.8%
VTV vs COPX
+179.8%
+363.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +1.3% |
| 7D | -2.1% | -2.9% | +0.8% | -1.3% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | +5.6% | +14.8% | -9.2% | +0.5% |
| 6M | +12.4% | +7.0% | +5.3% | +7.9% |
| YTD | +17.6% | +23.8% | -6.2% | +6.9% |
| 1Y | +23.5% | +75.7% | -52.2% | +0.1% |
| 3Y | +67.0% | +156.4% | -89.4% | +16.2% |
| 5Y | +80.5% | +167.6% | -87.0% | +19.7% |
| 10Y | +230.6% | +569.1% | -338.5% | +48.3% |
| All | +542.8% | +179.8% | +363.0% | +256.4% |
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