-44.1%
VG vs CAPR
-29.9%
-14.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.7% | +13.5% | +4.8% |
| 7D | +15.1% | +19.1% | -4.0% | +14.9% |
| 30D | -4.2% | +48.8% | -53.0% | -4.6% |
| 3M | -3.1% | +144.4% | -147.5% | -4.3% |
| 6M | +0.3% | -67.5% | +67.8% | +0.5% |
| YTD | +95.5% | -64.5% | +160.0% | +95.5% |
| 1Y | +64.4% | +74.4% | -10.0% | +59.4% |
| All | -44.1% | -29.9% | -14.2% | -46.5% |
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