+40.7%
COM vs VT
+57.9%
-17.2%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | -2.9% | -2.5% | -0.4% | -2.7% |
| 3M | +0.7% | -1.3% | +2.1% | +0.8% |
| 6M | -0.3% | +3.1% | -3.4% | -0.6% |
| YTD | +16.8% | +10.9% | +5.9% | +15.7% |
| 1Y | +18.7% | +12.1% | +6.6% | +17.4% |
| 3Y | +27.5% | +73.9% | -46.4% | +22.4% |
| All | +40.7% | +57.9% | -17.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling