-49.3%
COMP vs VOO
+99.3%
-148.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.1% |
| 7D | +13.4% | -2.7% | +16.2% | +20.6% |
| 30D | +11.1% | -5.4% | +16.5% | +25.2% |
| 3M | -18.8% | -4.1% | -14.8% | -10.8% |
| 6M | +10.5% | +0.7% | +9.8% | +9.9% |
| YTD | -3.4% | +8.7% | -12.1% | -16.5% |
| 1Y | +19.7% | +11.0% | +8.7% | -1.0% |
| 3Y | +381.6% | +75.5% | +306.1% | +35.7% |
| 5Y | -17.6% | +68.4% | -85.9% | -73.8% |
| All | -49.3% | +99.3% | -148.7% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling