+108.8%
V vs CAPR
+152.7%
-43.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.3% | +0.4% |
| 7D | +0.8% | +7.6% | -6.8% | +0.8% |
| 30D | +9.9% | +13.3% | -3.3% | +9.9% |
| 3M | +17.5% | +130.4% | -112.9% | +17.0% |
| 6M | +33.5% | -70.8% | +104.3% | +33.7% |
| YTD | +21.6% | -69.3% | +90.8% | +21.7% |
| 1Y | +27.6% | +59.5% | -32.0% | +24.6% |
| 3Y | +76.4% | +216.8% | -140.4% | +59.6% |
| All | +108.8% | +152.7% | -43.9% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling