+130.6%
CAPR vs VT
+53.2%
+77.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +1.0% |
| 7D | +29.7% | -4.2% | +33.9% | +36.2% |
| 30D | +11.0% | -5.8% | +16.8% | +18.7% |
| 3M | +118.8% | -5.2% | +124.1% | +132.6% |
| 6M | -73.9% | +0.1% | -74.0% | -74.5% |
| YTD | -70.2% | +8.2% | -78.4% | -73.5% |
| 1Y | +38.3% | +10.1% | +28.1% | +20.5% |
| 3Y | +199.7% | +69.7% | +130.0% | +74.5% |
| 5Y | +130.6% | +53.4% | +77.2% | +40.2% |
| All | +130.6% | +53.2% | +77.4% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling