+98.9%
COMB vs VT
+167.2%
-68.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.6% |
| 7D | -4.6% | -4.2% | -0.4% | -3.5% |
| 30D | -5.6% | -5.8% | +0.2% | -4.1% |
| 3M | +5.0% | -5.2% | +10.2% | +6.4% |
| 6M | -2.9% | +0.1% | -3.0% | -3.2% |
| YTD | +26.2% | +8.2% | +18.0% | +22.7% |
| 1Y | +29.6% | +10.1% | +19.4% | +25.3% |
| 3Y | +44.4% | +69.7% | -25.3% | +21.7% |
| 5Y | +54.7% | +53.4% | +1.3% | +33.4% |
| All | +98.9% | +167.2% | -68.4% | +47.7% |
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