+183.8%
VXUS vs COPX
+119.8%
+64.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | -4.0% | +5.0% | +2.6% |
| 30D | +2.2% | +4.5% | -2.3% | +0.3% |
| 3M | +3.0% | +0.8% | +2.1% | +1.7% |
| 6M | +10.7% | +3.2% | +7.5% | +7.4% |
| YTD | +17.8% | +26.7% | -8.9% | +4.6% |
| 1Y | +27.6% | +85.7% | -58.1% | -3.1% |
| 3Y | +73.3% | +151.2% | -77.9% | +12.9% |
| 5Y | +54.3% | +170.0% | -115.7% | -5.5% |
| 10Y | +149.8% | +572.9% | -423.1% | -4.5% |
| All | +183.8% | +119.8% | +64.0% | +71.1% |
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