+56.1%
CAAP vs VT
+132.3%
-76.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +3.4% | -2.3% | +5.7% | +6.1% |
| 30D | -1.0% | -5.0% | +4.0% | +5.0% |
| 3M | -2.4% | -4.9% | +2.4% | +3.2% |
| 6M | -2.0% | -1.5% | -0.5% | -0.2% |
| YTD | -1.9% | +8.5% | -10.4% | -10.0% |
| 1Y | +16.4% | +11.4% | +5.0% | +3.6% |
| 3Y | +127.5% | +70.1% | +57.4% | +26.2% |
| 5Y | +342.7% | +53.7% | +289.0% | +171.7% |
| All | +56.1% | +132.3% | -76.2% | -45.3% |
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