-95.3%
CAPS vs VT
+215.5%
-310.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -14.4% | -2.3% | -12.1% | -12.5% |
| 30D | -54.8% | -5.0% | -49.8% | -52.4% |
| 3M | -76.5% | -4.9% | -71.7% | -75.4% |
| 6M | -83.8% | -1.5% | -82.2% | -83.6% |
| YTD | +160.3% | +8.5% | +151.8% | +141.7% |
| 1Y | +102.1% | +11.4% | +90.8% | +86.7% |
| 3Y | -74.7% | +70.1% | -144.7% | -78.1% |
| 5Y | -88.1% | +53.7% | -141.9% | -89.6% |
| All | -95.3% | +215.5% | -310.8% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling