-10.5%
COMP vs VOO
+75.1%
-85.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | -0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +4.6% |
| 30D | +16.3% | -2.3% | +18.7% | +23.1% |
| 3M | -19.1% | -1.2% | -18.0% | -16.4% |
| 6M | +17.1% | +3.3% | +13.8% | +10.2% |
| YTD | -2.9% | +12.3% | -15.3% | -22.2% |
| 1Y | +8.8% | +12.5% | -3.7% | -13.2% |
| 3Y | +423.5% | +79.2% | +344.3% | +32.5% |
| 5Y | -10.5% | +75.7% | -86.2% | -74.3% |
| All | -10.5% | +75.1% | -85.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling