+66.6%
VT vs CAPR
+84.7%
-18.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | +1.0% | +139.2% | -138.2% | +0.1% |
| 3M | +2.4% | -66.4% | +68.7% | +2.7% |
| 6M | +12.0% | -63.1% | +75.1% | +12.3% |
| YTD | +15.3% | -67.4% | +82.8% | +15.7% |
| 1Y | +22.6% | +58.2% | -35.7% | +18.6% |
| 3Y | +74.7% | +42.2% | +32.5% | +60.7% |
| All | +66.6% | +84.7% | -18.1% | +43.5% |
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 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