-99.6%
CAPR vs VT
+374.2%
-473.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | +139.2% | +1.0% | +138.2% | +137.7% |
| 3M | -66.4% | +2.4% | -68.7% | -67.3% |
| 6M | -63.1% | +12.0% | -75.1% | -66.3% |
| YTD | -67.4% | +15.3% | -82.8% | -70.8% |
| 1Y | +58.2% | +22.6% | +35.7% | +36.1% |
| 3Y | +42.2% | +74.7% | -32.5% | -1.1% |
| 5Y | +87.3% | +66.1% | +21.1% | +34.1% |
| 10Y | -75.3% | +225.0% | -300.3% | -87.1% |
| All | -99.6% | +374.2% | -473.8% | -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