+336.1%
CAPL vs VT
+356.3%
-20.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -1.0% | +0.4% | -1.5% | -1.3% |
| 30D | +7.7% | +1.0% | +6.7% | +6.9% |
| 3M | +7.6% | +2.4% | +5.2% | +5.5% |
| 6M | +12.4% | +12.0% | +0.4% | +3.4% |
| YTD | +19.3% | +15.3% | +3.9% | +7.3% |
| 1Y | +20.0% | +22.6% | -2.6% | +3.3% |
| 3Y | +54.6% | +74.7% | -20.1% | +2.0% |
| 5Y | +91.4% | +66.1% | +25.2% | +29.3% |
| 10Y | +151.7% | +225.0% | -73.3% | +6.7% |
| All | +336.1% | +356.3% | -20.2% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling