-49.3%
COMP price history and return analytics
+72.6%
-122.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.2% |
| 7D | +13.4% | -2.3% | +15.8% | +20.3% |
| 30D | +11.1% | -5.0% | +16.1% | +25.5% |
| 3M | -18.8% | -4.9% | -14.0% | -8.2% |
| 6M | +10.5% | -1.5% | +12.0% | +15.6% |
| YTD | -3.4% | +8.5% | -11.9% | -17.8% |
| 1Y | +19.7% | +11.4% | +8.3% | -4.5% |
| 3Y | +381.6% | +70.1% | +311.5% | +28.3% |
| 5Y | -17.6% | +53.7% | -71.3% | -71.1% |
| All | -49.3% | +72.6% | -122.0% | -83.7% |
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