+50.0%
VG vs CAPR
+43.1%
+6.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.1% |
| 7D | -22.0% | +41.1% | -63.1% | -22.3% |
| 30D | -11.6% | +11.1% | -22.8% | -11.7% |
| 3M | -14.9% | +115.3% | -130.2% | -15.7% |
| 6M | -3.5% | -73.8% | +70.3% | -3.2% |
| YTD | +70.0% | -68.8% | +138.8% | +70.3% |
| 1Y | +50.0% | +43.3% | +6.7% | +44.7% |
| All | +50.0% | +43.1% | +6.9% | +44.7% |
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