+86.0%
CAPR vs VIG
+63.6%
+22.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.7% |
| 7D | -9.5% | -0.4% | -9.1% | -9.1% |
| 30D | +121.5% | -2.1% | +123.6% | +126.6% |
| 3M | -65.4% | +3.3% | -68.7% | -67.6% |
| 6M | -67.5% | +9.3% | -76.8% | -71.7% |
| YTD | -68.6% | +10.1% | -78.8% | -72.9% |
| 1Y | +42.7% | +14.7% | +28.0% | +18.3% |
| 3Y | +43.4% | +56.9% | -13.6% | -8.7% |
| 5Y | +86.0% | +62.9% | +23.1% | +9.8% |
| All | +86.0% | +63.6% | +22.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling