+84.9%
VUG vs COPX
+168.3%
-83.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +0.1% | +6.0% | -5.9% | -1.5% |
| 30D | -1.7% | +6.4% | -8.1% | -3.4% |
| 3M | +2.8% | +19.3% | -16.5% | -2.4% |
| 6M | +13.6% | +16.2% | -2.6% | +7.7% |
| YTD | +8.1% | +33.2% | -25.1% | -2.6% |
| 1Y | +13.1% | +90.2% | -77.2% | -8.9% |
| All | +84.9% | +168.3% | -83.4% | +30.8% |
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