-44.8%
COMP vs VEU
+66.4%
-111.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | -0.6% |
| 7D | +1.4% | +1.1% | +0.2% | -0.9% |
| 30D | -13.3% | +2.2% | -15.5% | -17.0% |
| 3M | +41.1% | +3.0% | +38.1% | +32.3% |
| 6M | +17.2% | +10.9% | +6.3% | -3.9% |
| YTD | +5.2% | +18.2% | -13.0% | -25.5% |
| 1Y | +18.9% | +28.3% | -9.3% | -30.1% |
| 3Y | +215.9% | +74.6% | +141.3% | -11.0% |
| 5Y | -31.2% | +56.4% | -87.6% | -76.3% |
| All | -44.8% | +66.4% | -111.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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