-97.9%
CAPR vs VIG
+553.2%
-651.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -2.0% | -0.4% | -1.5% | -1.7% |
| 30D | +139.2% | -1.0% | +140.2% | +140.4% |
| 3M | -66.4% | +2.8% | -69.1% | -67.4% |
| 6M | -63.1% | +8.2% | -71.3% | -65.5% |
| YTD | -67.4% | +11.0% | -78.4% | -70.0% |
| 1Y | +58.2% | +16.1% | +42.1% | +41.9% |
| 3Y | +42.2% | +56.2% | -13.9% | +8.3% |
| 5Y | +87.3% | +63.0% | +24.3% | +38.7% |
| 10Y | -75.3% | +241.4% | -316.7% | -86.9% |
| All | -97.9% | +553.2% | -651.2% | -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