-49.3%
COMP vs VO
+54.9%
-104.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.9% | +11.1% |
| 7D | +13.4% | -2.6% | +16.0% | +20.8% |
| 30D | +11.1% | -0.9% | +12.0% | +14.3% |
| 3M | -18.8% | -3.0% | -15.8% | -12.0% |
| 6M | +10.5% | +2.2% | +8.3% | +7.1% |
| YTD | -3.4% | +10.6% | -14.0% | -20.3% |
| 1Y | +19.7% | +12.5% | +7.2% | -5.5% |
| 3Y | +381.6% | +61.4% | +320.2% | +58.6% |
| 5Y | -17.6% | +33.4% | -51.0% | -55.9% |
| All | -49.3% | +54.9% | -104.2% | -77.1% |
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