+64.4%
VZ vs COPX
+606.7%
-542.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | -1.0% | +6.0% | -6.9% | -1.4% |
| 30D | +5.8% | +6.4% | -0.7% | +5.2% |
| 3M | +10.5% | +19.3% | -8.8% | +8.7% |
| 6M | +1.8% | +16.2% | -14.5% | 0.0% |
| YTD | +28.3% | +33.2% | -4.9% | +23.5% |
| 1Y | +22.0% | +90.2% | -68.3% | +12.7% |
| 3Y | +81.8% | +175.7% | -93.8% | +58.6% |
| 5Y | +25.3% | +193.1% | -167.8% | +7.1% |
| 10Y | +64.4% | +619.4% | -555.0% | +15.2% |
| All | +64.4% | +606.7% | -542.3% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling