-95.8%
CAPS vs VT
+223.7%
-319.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.6% | +7.9% | +8.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -50.0% | -2.6% | -47.4% | -48.4% |
| 3M | -75.0% | -3.2% | -71.8% | -74.2% |
| 6M | -81.1% | +0.9% | -82.0% | -81.2% |
| YTD | +187.7% | +11.3% | +176.4% | +161.4% |
| 1Y | +98.1% | +14.0% | +84.1% | +79.1% |
| 3Y | -72.0% | +75.8% | -147.8% | -76.3% |
| 5Y | -86.9% | +57.8% | -144.7% | -88.7% |
| 10Y | -95.8% | +219.8% | -315.6% | -97.4% |
| All | -95.8% | +223.7% | -319.5% | -97.4% |
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