-46.5%
COMP vs VO
+59.1%
-105.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | -0.6% |
| 7D | +14.5% | -0.1% | +14.7% | +15.3% |
| 30D | +14.9% | +0.5% | +14.4% | +14.5% |
| 3M | -14.2% | -1.0% | -13.2% | -11.2% |
| 6M | +23.7% | +6.4% | +17.3% | +9.3% |
| YTD | +2.1% | +13.6% | -11.5% | -20.7% |
| 1Y | +26.2% | +14.5% | +11.7% | -4.2% |
| 3Y | +470.9% | +67.2% | +403.7% | +72.9% |
| 5Y | -14.0% | +36.1% | -50.1% | -56.3% |
| All | -46.5% | +59.1% | -105.6% | -77.2% |
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