-44.8%
COMP vs VT
+83.5%
-128.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +0.4% | +0.9% | +0.4% |
| 30D | -13.3% | +1.0% | -14.3% | -15.1% |
| 3M | +41.1% | +2.4% | +38.7% | +33.9% |
| 6M | +17.2% | +12.0% | +5.2% | -7.8% |
| YTD | +5.2% | +15.3% | -10.1% | -22.7% |
| 1Y | +18.9% | +22.6% | -3.7% | -25.1% |
| 3Y | +215.9% | +74.7% | +141.2% | -19.8% |
| 5Y | -31.2% | +66.1% | -97.3% | -79.6% |
| All | -44.8% | +83.5% | -128.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling