-88.1%
CAPS vs VT
+53.2%
-141.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -0.7% |
| 7D | -30.4% | -4.2% | -26.2% | -24.2% |
| 30D | -54.8% | -5.8% | -49.0% | -49.2% |
| 3M | -74.7% | -5.2% | -69.4% | -72.1% |
| 6M | -83.3% | +0.1% | -83.5% | -83.6% |
| YTD | +160.3% | +8.2% | +152.0% | +119.1% |
| 1Y | +95.9% | +10.1% | +85.8% | +64.1% |
| 3Y | -74.7% | +69.7% | -144.3% | -79.6% |
| 5Y | -88.1% | +53.4% | -141.5% | -90.3% |
| All | -88.1% | +53.2% | -141.3% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling