+449.7%
V vs CAPR
-68.5%
+518.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | 0.0% |
| 7D | +2.2% | +41.1% | -38.9% | +1.7% |
| 30D | +13.6% | +11.1% | +2.5% | +13.4% |
| 3M | +14.3% | +115.3% | -101.0% | +12.8% |
| 6M | +33.1% | -73.8% | +106.9% | +34.0% |
| YTD | +21.2% | -68.8% | +90.1% | +21.6% |
| 1Y | +26.4% | +43.3% | -16.9% | +20.1% |
| 3Y | +77.6% | +214.7% | -137.1% | +60.5% |
| 5Y | +102.6% | +141.3% | -38.7% | +81.6% |
| All | +449.7% | -68.5% | +518.2% | +359.3% |
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