+348.0%
VT vs CAPR
-99.7%
+447.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -4.0% |
| 7D | -4.2% | +29.7% | -33.9% | -4.5% |
| 30D | -5.8% | +11.0% | -16.8% | -6.0% |
| 3M | -5.2% | +118.8% | -124.1% | -6.3% |
| 6M | +0.1% | -73.9% | +74.0% | +0.7% |
| YTD | +8.2% | -70.2% | +78.4% | +8.6% |
| 1Y | +10.1% | +38.3% | -28.1% | +5.9% |
| 3Y | +69.7% | +199.7% | -130.0% | +58.8% |
| 5Y | +53.4% | +130.6% | -77.2% | +42.9% |
| 10Y | +219.2% | -68.5% | +287.7% | +187.5% |
| All | +348.0% | -99.7% | +447.7% | +359.6% |
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 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