-14.0%
COMP vs VTEB
+3.8%
-17.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.2% |
| 7D | +14.5% | +1.1% | +13.4% | +8.2% |
| 30D | +14.9% | +4.5% | +10.4% | -7.7% |
| 3M | -14.2% | -0.2% | -14.1% | -12.6% |
| 6M | +23.7% | -0.2% | +24.0% | +27.6% |
| YTD | +2.1% | +0.8% | +1.2% | +0.9% |
| 1Y | +26.2% | +1.3% | +24.9% | +22.2% |
| 3Y | +470.9% | +12.2% | +458.7% | +233.9% |
| 5Y | -14.0% | +3.8% | -17.8% | -52.3% |
| All | -14.0% | +3.8% | -17.8% | -52.3% |
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