+151.9%
COMT vs VT
+224.5%
-72.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +11.6% | +1.0% | +10.6% | +11.2% |
| 3M | +5.1% | +2.4% | +2.7% | +4.1% |
| 6M | +21.2% | +12.0% | +9.2% | +15.8% |
| YTD | +44.5% | +15.3% | +29.1% | +36.4% |
| 1Y | +46.1% | +22.6% | +23.6% | +34.6% |
| 3Y | +48.9% | +74.7% | -25.8% | +18.0% |
| 5Y | +90.0% | +66.1% | +23.8% | +52.7% |
| All | +151.9% | +224.5% | -72.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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