-49.4%
VG vs CAPR
-39.2%
-10.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.9% | +11.6% | +1.8% |
| 7D | -7.7% | +7.6% | -15.3% | -7.8% |
| 30D | -8.8% | +13.3% | -22.1% | -8.9% |
| 3M | -15.6% | +130.4% | -146.0% | -16.6% |
| 6M | +5.2% | -70.8% | +76.0% | +5.5% |
| YTD | +76.9% | -69.3% | +146.2% | +77.2% |
| 1Y | +42.5% | +59.5% | -17.0% | +38.4% |
| All | -49.4% | -39.2% | -10.1% | -51.6% |
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