-49.1%
COMP vs VO
+61.1%
-110.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | -0.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +16.3% | +2.0% | +14.3% | +12.0% |
| 3M | -19.1% | -0.3% | -18.9% | -17.7% |
| 6M | +17.1% | +7.3% | +9.8% | +1.6% |
| YTD | -2.9% | +15.0% | -17.9% | -26.7% |
| 1Y | +8.8% | +14.7% | -5.9% | -17.8% |
| 3Y | +423.5% | +67.3% | +356.2% | +58.8% |
| 5Y | -10.5% | +38.8% | -49.3% | -56.2% |
| All | -49.1% | +61.1% | -110.1% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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