-28.1%
COMP vs VTEB
+2.3%
-30.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.2% |
| 7D | +4.1% | -0.2% | +4.3% | +5.2% |
| 30D | -14.5% | -1.6% | -12.9% | -6.9% |
| 3M | +41.8% | -2.0% | +43.8% | +58.8% |
| 6M | +23.6% | -1.7% | +25.2% | +37.5% |
| YTD | +1.7% | -0.6% | +2.3% | +7.5% |
| 1Y | +12.6% | +1.8% | +10.7% | +6.0% |
| 3Y | +221.9% | +9.6% | +212.3% | +114.0% |
| 5Y | -28.1% | +2.1% | -30.2% | -53.4% |
| All | -28.1% | +2.3% | -30.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling