-25.6%
COMP vs VT
+53.2%
-78.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | +1.6% |
| 7D | -1.8% | -4.2% | +2.4% | +9.1% |
| 30D | -0.8% | -5.8% | +5.0% | +14.8% |
| 3M | -28.1% | -5.2% | -22.9% | -17.7% |
| 6M | +27.0% | +0.1% | +26.9% | +28.6% |
| YTD | -12.8% | +8.2% | -21.0% | -25.9% |
| 1Y | +4.9% | +10.1% | -5.2% | -14.7% |
| 3Y | +321.0% | +69.7% | +251.3% | +5.4% |
| 5Y | -25.6% | +53.4% | -79.0% | -73.8% |
| All | -25.6% | +53.2% | -78.8% | -73.8% |
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