+74.4%
CAPR vs VIG
+16.6%
+57.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +19.1% | +3.1% | +16.0% | +11.7% |
| 30D | +48.8% | +5.0% | +43.8% | +34.0% |
| 3M | +144.4% | +2.7% | +141.7% | +131.7% |
| 6M | -67.5% | +11.0% | -78.5% | -78.6% |
| YTD | -64.5% | +16.0% | -80.5% | -85.7% |
| 1Y | +74.4% | +16.3% | +58.2% | -43.3% |
| All | +74.4% | +16.6% | +57.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling