-87.1%
CAPS vs VT
+59.7%
-146.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -6.4% |
| 7D | -26.9% | -0.3% | -26.6% | -26.1% |
| 30D | -50.7% | -1.4% | -49.3% | -49.1% |
| 3M | -72.4% | -1.4% | -71.0% | -71.8% |
| 6M | -83.2% | +5.5% | -88.6% | -85.0% |
| YTD | +183.6% | +12.8% | +170.7% | +120.7% |
| 1Y | +109.1% | +15.4% | +93.7% | +61.7% |
| 3Y | -72.4% | +76.9% | -149.3% | -79.5% |
| All | -87.1% | +59.7% | -146.8% | -90.2% |
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 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