-99.8%
CAPS vs VT
+363.9%
-463.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.2% |
| 7D | -26.9% | -0.3% | -26.6% | -26.6% |
| 30D | -50.7% | -1.4% | -49.3% | -50.2% |
| 3M | -72.4% | -1.4% | -71.0% | -72.2% |
| 6M | -83.2% | +5.5% | -88.6% | -83.7% |
| YTD | +183.6% | +12.8% | +170.7% | +166.2% |
| 1Y | +109.1% | +15.4% | +93.7% | +95.2% |
| 3Y | -72.4% | +76.9% | -149.3% | -76.8% |
| 5Y | -87.1% | +60.4% | -147.5% | -88.9% |
| 10Y | -94.8% | +232.8% | -327.6% | -96.4% |
| All | -99.8% | +363.9% | -463.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling