+51.8%
VG vs CAPR
+47.4%
+4.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +8.3% | -15.9% | -7.7% |
| 7D | -16.4% | +43.2% | -59.6% | -16.6% |
| 30D | -10.8% | +14.7% | -25.4% | -10.9% |
| 3M | -6.3% | +113.9% | -120.2% | -7.2% |
| 6M | -12.5% | -73.4% | +60.9% | -12.2% |
| YTD | +76.9% | -69.1% | +146.0% | +77.2% |
| 1Y | +51.8% | +47.2% | +4.6% | +46.0% |
| All | +51.8% | +47.4% | +4.4% | +46.0% |
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