+82.4%
VT vs COMP
-47.7%
+130.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | +1.0% | -13.3% | +14.3% | +2.3% |
| 3M | +2.4% | +41.1% | -38.7% | -1.3% |
| 6M | +12.0% | +17.2% | -5.2% | +9.0% |
| YTD | +15.3% | +5.2% | +10.1% | +13.0% |
| 1Y | +22.6% | +18.9% | +3.7% | +18.3% |
| 3Y | +74.7% | +215.9% | -141.2% | +47.3% |
| 5Y | +66.1% | -31.2% | +97.3% | +48.7% |
| All | +82.4% | -47.7% | +130.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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