+214.7%
CAPR vs VIG
+62.5%
+152.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +5.3% |
| 7D | +41.1% | -1.8% | +42.8% | +45.4% |
| 30D | +11.1% | +2.7% | +8.4% | +6.7% |
| 3M | +115.3% | 0.0% | +115.3% | +114.8% |
| 6M | -73.8% | +6.8% | -80.6% | -77.6% |
| YTD | -68.8% | +12.1% | -80.9% | -75.9% |
| 1Y | +43.3% | +14.8% | +28.5% | +7.6% |
| 3Y | +214.7% | +62.4% | +152.3% | +50.0% |
| All | +214.7% | +62.5% | +152.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling