-49.7%
COMP vs VTEB
+2.4%
-52.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -1.5% |
| 7D | -8.4% | -1.2% | -7.2% | -2.4% |
| 30D | -20.2% | -2.9% | -17.3% | -7.2% |
| 3M | +28.1% | -3.2% | +31.2% | +52.0% |
| 6M | +14.9% | -2.6% | +17.5% | +34.3% |
| YTD | -4.2% | -1.8% | -2.3% | +7.9% |
| 1Y | +10.2% | +0.2% | +10.0% | +12.7% |
| 3Y | +203.3% | +8.2% | +195.1% | +118.2% |
| 5Y | -29.2% | +0.8% | -30.1% | -54.8% |
| All | -49.7% | +2.4% | -52.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling