-44.8%
COMP vs VOO
+108.2%
-153.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -13.3% | +0.1% | -13.4% | -13.2% |
| 3M | +41.1% | +2.0% | +39.1% | +35.9% |
| 6M | +17.2% | +13.0% | +4.1% | -7.3% |
| YTD | +5.2% | +13.6% | -8.4% | -17.4% |
| 1Y | +18.9% | +20.1% | -1.1% | -17.6% |
| 3Y | +215.9% | +77.6% | +138.3% | -12.4% |
| 5Y | -31.2% | +82.4% | -113.6% | -80.8% |
| All | -44.8% | +108.2% | -153.1% | -85.2% |
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 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