+12.8%
VG vs CAPR
+48.7%
-35.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | +16.0% | +139.2% | -123.2% | +14.7% |
| 3M | +9.7% | -66.4% | +76.1% | +10.0% |
| 6M | +29.6% | -63.1% | +92.7% | +29.7% |
| YTD | +112.0% | -67.4% | +179.4% | +112.4% |
| 1Y | +12.8% | +58.2% | -45.4% | +21.1% |
| All | +12.8% | +48.7% | -35.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling