-99.7%
CAPR vs VT
+363.9%
-463.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.5% | +7.1% |
| 7D | +43.2% | -0.3% | +43.5% | +43.6% |
| 30D | +14.7% | -1.4% | +16.1% | +15.9% |
| 3M | +113.9% | -1.4% | +115.3% | +116.3% |
| 6M | -73.4% | +5.5% | -78.8% | -74.6% |
| YTD | -69.1% | +12.8% | -81.9% | -71.9% |
| 1Y | +47.2% | +15.4% | +31.8% | +31.9% |
| 3Y | +210.8% | +76.9% | +133.9% | +114.3% |
| 5Y | +134.1% | +60.4% | +73.7% | +71.7% |
| 10Y | -67.3% | +232.8% | -300.1% | -83.0% |
| All | -99.7% | +363.9% | -463.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling