+89.9%
COM vs VT
+189.2%
-99.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -2.9% | -2.5% | -0.4% | -2.6% |
| 3M | +0.7% | -1.3% | +2.1% | +0.9% |
| 6M | -0.3% | +3.1% | -3.4% | -0.6% |
| YTD | +16.8% | +10.9% | +5.9% | +15.4% |
| 1Y | +18.7% | +12.1% | +6.6% | +17.1% |
| 3Y | +27.5% | +73.9% | -46.4% | +20.0% |
| 5Y | +40.2% | +58.0% | -17.8% | +33.3% |
| All | +89.9% | +189.2% | -99.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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