-44.8%
COMP vs VTEB
+3.7%
-48.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | +1.4% | -0.8% | +2.1% | +5.4% |
| 30D | -13.3% | -1.3% | -12.0% | -6.9% |
| 3M | +41.1% | -2.1% | +43.3% | +58.9% |
| 6M | +17.2% | -1.7% | +18.9% | +30.1% |
| YTD | +5.2% | -0.6% | +5.8% | +11.0% |
| 1Y | +18.9% | +3.1% | +15.9% | +5.9% |
| 3Y | +215.9% | +9.2% | +206.7% | +116.6% |
| 5Y | -31.2% | +2.2% | -33.3% | -58.6% |
| All | -44.8% | +3.7% | -48.5% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling