+444.2%
V vs CAPR
-64.9%
+509.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.2% |
| 7D | -0.8% | +36.0% | -36.8% | -1.2% |
| 30D | +9.5% | +25.8% | -16.3% | +9.1% |
| 3M | +16.7% | +140.8% | -124.2% | +14.9% |
| 6M | +32.9% | -67.6% | +100.5% | +33.5% |
| YTD | +21.1% | -65.9% | +87.0% | +21.4% |
| 1Y | +26.6% | +66.1% | -39.5% | +20.0% |
| 3Y | +78.4% | +256.9% | -178.5% | +60.8% |
| 5Y | +105.5% | +172.1% | -66.6% | +83.8% |
| 10Y | +444.2% | -64.7% | +508.9% | +349.2% |
| All | +444.2% | -64.9% | +509.2% | +349.2% |
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