+986.0%
VUG vs COPX
+198.0%
+788.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.7% |
| 7D | +0.9% | +5.8% | -4.9% | -1.0% |
| 30D | -1.4% | +7.2% | -8.6% | -3.8% |
| 3M | +2.3% | +16.5% | -14.2% | -3.4% |
| 6M | +15.7% | +18.4% | -2.8% | +7.6% |
| YTD | +8.6% | +31.9% | -23.3% | -3.6% |
| 1Y | +14.1% | +88.5% | -74.4% | -10.8% |
| 3Y | +87.9% | +173.1% | -85.2% | +25.9% |
| 5Y | +76.3% | +193.1% | -116.8% | +12.4% |
| 10Y | +409.7% | +591.7% | -182.0% | +124.7% |
| All | +986.0% | +198.0% | +788.1% | +493.8% |
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 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