-25.6%
COMP vs VO
+33.1%
-58.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.5% | -4.7% | +0.1% |
| 7D | -1.8% | -3.3% | +1.5% | +6.8% |
| 30D | -0.8% | -1.8% | +1.1% | +4.4% |
| 3M | -28.1% | -3.4% | -24.8% | -21.2% |
| 6M | +27.0% | +3.0% | +24.0% | +21.1% |
| YTD | -12.8% | +10.7% | -23.5% | -28.7% |
| 1Y | +4.9% | +11.8% | -6.9% | -16.6% |
| 3Y | +321.0% | +60.4% | +260.6% | +34.0% |
| 5Y | -25.6% | +33.6% | -59.2% | -60.5% |
| All | -25.6% | +33.1% | -58.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling