-27.5%
COMP vs VT
+57.9%
-85.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.2% | -1.6% | -2.6% | -0.5% |
| 30D | +1.1% | -2.5% | +3.6% | +7.3% |
| 3M | -20.7% | -1.3% | -19.4% | -18.0% |
| 6M | +26.1% | +3.1% | +23.0% | +18.8% |
| YTD | -11.8% | +10.9% | -22.8% | -29.6% |
| 1Y | +19.8% | +12.1% | +7.7% | -7.1% |
| 3Y | +325.6% | +73.9% | +251.7% | +0.2% |
| All | -27.5% | +57.9% | -85.4% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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