+476.5%
V vs CAPR
-63.2%
+539.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | -1.1% |
| 7D | -0.4% | +19.1% | -19.4% | -0.6% |
| 30D | +6.3% | +48.8% | -42.5% | +5.7% |
| 3M | +17.2% | +144.4% | -127.2% | +15.3% |
| 6M | +29.2% | -67.5% | +96.8% | +29.7% |
| YTD | +20.8% | -64.5% | +85.3% | +20.9% |
| 1Y | +25.0% | +74.4% | -49.4% | +18.3% |
| 3Y | +75.3% | +265.7% | -190.4% | +57.7% |
| 5Y | +105.8% | +196.0% | -90.1% | +83.4% |
| All | +476.5% | -63.2% | +539.7% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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