-50.4%
COMP vs VTEB
+4.8%
-55.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -5.4% |
| 7D | +7.2% | +0.7% | +6.5% | +3.8% |
| 30D | +6.4% | +4.0% | +2.3% | -12.3% |
| 3M | -19.4% | -0.5% | -18.9% | -16.4% |
| 6M | +14.6% | -0.6% | +15.2% | +20.6% |
| YTD | -5.5% | +0.4% | -5.9% | -4.5% |
| 1Y | +13.7% | +0.8% | +12.9% | +13.0% |
| 3Y | +409.7% | +11.5% | +398.2% | +214.7% |
| 5Y | -17.0% | +3.4% | -20.5% | -51.8% |
| All | -50.4% | +4.8% | -55.2% | -75.0% |
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