-64.7%
CAPR vs VO
+206.8%
-271.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +5.8% |
| 7D | +36.0% | -0.1% | +36.2% | +36.6% |
| 30D | +25.8% | +0.5% | +25.3% | +25.6% |
| 3M | +140.8% | -1.0% | +141.9% | +144.7% |
| 6M | -67.6% | +6.4% | -74.0% | -70.6% |
| YTD | -65.9% | +13.6% | -79.5% | -71.7% |
| 1Y | +66.1% | +14.5% | +51.6% | +37.0% |
| 3Y | +256.9% | +67.2% | +189.7% | +85.5% |
| 5Y | +172.1% | +36.1% | +136.0% | +80.6% |
| 10Y | -64.7% | +199.3% | -264.0% | -91.8% |
| All | -64.7% | +206.8% | -271.5% | -91.8% |
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