+77.2%
CAPR vs VO
+13.8%
+63.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +2.9% |
| 7D | +36.0% | -0.1% | +36.2% | +36.6% |
| 30D | +25.8% | +0.5% | +25.3% | +24.8% |
| 3M | +140.8% | -1.0% | +141.9% | +149.2% |
| 6M | -67.6% | +6.4% | -74.0% | -74.8% |
| YTD | -65.9% | +13.6% | -79.5% | -84.7% |
| All | +77.2% | +13.8% | +63.4% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling