+817.5%
VOO vs CAPR
-96.5%
+914.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.5% | -25.2% | +1.0% |
| 7D | -0.9% | +25.8% | -26.7% | -1.2% |
| 30D | -2.3% | +50.2% | -52.5% | -2.8% |
| 3M | -1.2% | +185.5% | -186.7% | -2.5% |
| 6M | +3.3% | -64.8% | +68.2% | +3.6% |
| YTD | +12.3% | -61.1% | +73.4% | +12.4% |
| 1Y | +12.5% | +81.0% | -68.5% | +8.2% |
| 3Y | +79.2% | +300.7% | -221.5% | +67.9% |
| 5Y | +75.7% | +223.3% | -147.7% | +63.9% |
| 10Y | +313.7% | -58.8% | +372.4% | +274.2% |
| All | +817.5% | -96.5% | +914.0% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling