-98.0%
CAPR vs VO
+476.1%
-574.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.9% | -9.9% |
| 7D | +7.6% | -0.2% | +7.8% | +8.0% |
| 30D | +13.3% | +0.5% | +12.8% | +13.3% |
| 3M | +130.4% | -1.1% | +131.5% | +132.6% |
| 6M | -70.8% | +6.4% | -77.2% | -72.2% |
| YTD | -69.3% | +13.5% | -82.8% | -71.9% |
| 1Y | +59.5% | +13.6% | +46.0% | +46.3% |
| 3Y | +216.8% | +65.2% | +151.6% | +135.2% |
| 5Y | +152.7% | +37.7% | +115.0% | +107.9% |
| 10Y | -68.2% | +198.4% | -266.6% | -81.4% |
| All | -98.0% | +476.1% | -574.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling