+53.1%
CAPR vs VO
+56.6%
-3.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | +139.2% | -0.3% | +139.5% | +140.7% |
| 3M | -66.4% | +2.9% | -69.3% | -68.7% |
| 6M | -63.1% | +9.3% | -72.5% | -69.1% |
| YTD | -67.4% | +14.2% | -81.6% | -74.8% |
| 1Y | +58.2% | +15.3% | +43.0% | +21.6% |
| All | +53.1% | +56.6% | -3.5% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling