-67.1%
CAPR vs VO
+197.6%
-264.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.9% | -7.6% |
| 7D | +19.1% | +2.9% | +16.1% | +15.3% |
| 30D | +48.8% | +1.0% | +47.8% | +48.2% |
| 3M | +144.4% | -1.7% | +146.1% | +151.6% |
| 6M | -67.5% | +6.7% | -74.2% | -70.6% |
| YTD | -64.5% | +14.0% | -78.5% | -70.6% |
| 1Y | +74.4% | +13.7% | +60.8% | +45.9% |
| 3Y | +265.7% | +65.8% | +199.9% | +93.2% |
| 5Y | +196.0% | +36.6% | +159.3% | +96.5% |
| All | -67.1% | +197.6% | -264.7% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling