+334.9%
COMP vs VO
+60.4%
+274.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.5% | -4.7% | -1.3% |
| 7D | -1.8% | -3.3% | +1.5% | +5.4% |
| 30D | -0.8% | -1.8% | +1.1% | +3.6% |
| 3M | -28.1% | -3.4% | -24.8% | -22.3% |
| 6M | +27.0% | +3.0% | +24.0% | +22.7% |
| YTD | -12.8% | +10.7% | -23.5% | -25.1% |
| 1Y | +4.9% | +11.8% | -6.9% | -11.7% |
| All | +334.9% | +60.4% | +274.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling