-44.8%
COMP vs VO
+59.9%
-104.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +1.0% |
| 7D | +1.4% | -0.3% | +1.6% | +2.1% |
| 30D | -13.3% | -0.3% | -13.0% | -12.5% |
| 3M | +41.1% | +2.9% | +38.2% | +32.9% |
| 6M | +17.2% | +9.3% | +7.8% | -2.0% |
| YTD | +5.2% | +14.2% | -9.0% | -20.1% |
| 1Y | +18.9% | +15.3% | +3.7% | -12.2% |
| 3Y | +215.9% | +56.2% | +159.7% | +13.3% |
| 5Y | -31.2% | +42.4% | -73.6% | -67.4% |
| All | -44.8% | +59.9% | -104.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling