-50.4%
COMP vs VOO
+103.3%
-153.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -6.7% |
| 7D | +7.2% | -0.6% | +7.8% | +9.1% |
| 30D | +6.4% | -3.6% | +10.0% | +15.6% |
| 3M | -19.4% | -2.7% | -16.7% | -13.9% |
| 6M | +14.6% | +2.2% | +12.3% | +10.5% |
| YTD | -5.5% | +10.9% | -16.4% | -21.5% |
| 1Y | +13.7% | +11.3% | +2.3% | -6.6% |
| 3Y | +409.7% | +76.9% | +332.8% | +41.6% |
| 5Y | -17.0% | +73.5% | -90.5% | -74.9% |
| All | -50.4% | +103.3% | -153.7% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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