+54.3%
VXUS vs COPX
+193.3%
-138.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.3% | +6.0% | -5.7% | -1.7% |
| 30D | +0.7% | +6.4% | -5.8% | -1.6% |
| 3M | +4.8% | +19.3% | -14.5% | -1.9% |
| 6M | +11.3% | +16.2% | -4.9% | +4.2% |
| YTD | +16.5% | +33.2% | -16.6% | +3.1% |
| 1Y | +24.3% | +90.2% | -66.0% | -3.6% |
| 3Y | +74.5% | +175.7% | -101.2% | +14.4% |
| 5Y | +54.3% | +193.1% | -138.8% | -4.0% |
| All | +54.3% | +193.3% | -138.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling