-97.8%
CAPR vs VIG
+575.4%
-673.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +7.8% |
| 7D | +36.0% | +0.4% | +35.6% | +35.9% |
| 30D | +25.8% | +4.3% | +21.5% | +22.7% |
| 3M | +140.8% | +2.0% | +138.8% | +137.8% |
| 6M | -67.6% | +10.2% | -77.8% | -69.9% |
| YTD | -65.9% | +14.8% | -80.7% | -69.2% |
| 1Y | +66.1% | +17.5% | +48.6% | +48.1% |
| 3Y | +256.9% | +67.4% | +189.5% | +160.1% |
| 5Y | +172.1% | +63.4% | +108.7% | +101.0% |
| 10Y | -64.7% | +259.9% | -324.6% | -81.8% |
| All | -97.8% | +575.4% | -673.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling