-17.9%
COMP vs VOO
+67.9%
-85.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.1% |
| 7D | +13.4% | -2.7% | +16.2% | +20.8% |
| 30D | +11.1% | -5.4% | +16.5% | +25.6% |
| 3M | -18.8% | -4.1% | -14.8% | -10.6% |
| 6M | +10.5% | +0.7% | +9.8% | +9.7% |
| YTD | -3.4% | +8.7% | -12.1% | -17.0% |
| 1Y | +19.7% | +11.0% | +8.7% | -1.7% |
| 3Y | +381.6% | +75.5% | +306.1% | +26.9% |
| All | -17.9% | +67.9% | -85.8% | -74.2% |
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