-99.7%
CAPS vs VT
+224.5%
-324.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.2% | -5.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -28.0% | +1.0% | -29.0% | -28.2% |
| 3M | -45.5% | +2.4% | -47.8% | -45.8% |
| 6M | -69.5% | +12.0% | -81.5% | -70.3% |
| YTD | -75.3% | +15.3% | -90.7% | -76.1% |
| 1Y | -84.2% | +22.6% | -106.8% | -84.9% |
| 3Y | -97.6% | +74.7% | -172.3% | -97.8% |
| 5Y | -99.2% | +66.1% | -165.3% | -99.2% |
| All | -99.7% | +224.5% | -324.2% | -99.7% |
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