+92.6%
CAPR vs VT
+66.2%
+26.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.6% |
| 30D | +139.2% | +1.0% | +138.2% | +136.7% |
| 3M | -66.4% | +2.4% | -68.7% | -67.8% |
| 6M | -63.1% | +12.0% | -75.1% | -68.4% |
| YTD | -67.4% | +15.3% | -82.8% | -73.0% |
| 1Y | +58.2% | +22.6% | +35.7% | +22.4% |
| 3Y | +42.2% | +74.7% | -32.5% | -20.3% |
| All | +92.6% | +66.2% | +26.4% | +11.8% |
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