-77.4%
CAPR vs VO
+192.5%
-269.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | -9.5% | +0.6% | -10.1% | -10.3% |
| 30D | +121.5% | -1.1% | +122.6% | +125.0% |
| 3M | -65.4% | +4.5% | -69.9% | -68.0% |
| 6M | -67.5% | +11.1% | -78.6% | -72.2% |
| YTD | -68.6% | +13.5% | -82.1% | -74.0% |
| 1Y | +42.7% | +14.5% | +28.2% | +17.7% |
| 3Y | +43.4% | +58.1% | -14.8% | -19.9% |
| 5Y | +86.0% | +43.3% | +42.8% | +14.3% |
| 10Y | -77.4% | +193.2% | -270.6% | -94.8% |
| All | -77.4% | +192.5% | -269.9% | -94.8% |
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