+361.2%
CAAP vs VT
+66.2%
+295.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.3% | +0.4% | +4.8% | +4.9% |
| 30D | -2.4% | +1.0% | -3.4% | -3.2% |
| 3M | -2.3% | +2.4% | -4.6% | -4.0% |
| 6M | -5.3% | +12.0% | -17.3% | -13.3% |
| YTD | -2.4% | +15.3% | -17.8% | -12.4% |
| 1Y | +20.6% | +22.6% | -2.0% | +3.7% |
| 3Y | +82.7% | +74.7% | +8.1% | +27.2% |
| All | +361.2% | +66.2% | +295.0% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling