+640.5%
VTI vs CAPR
-98.9%
+739.3%
-55.5%
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 | -0.7% | +25.8% | -26.5% | -1.0% |
| 30D | -1.9% | +50.2% | -52.1% | -2.4% |
| 3M | -1.4% | +185.5% | -186.9% | -2.7% |
| 6M | +3.5% | -64.8% | +68.3% | +3.7% |
| YTD | +12.6% | -61.1% | +73.7% | +12.6% |
| 1Y | +12.7% | +81.0% | -68.2% | +8.6% |
| 3Y | +78.8% | +300.7% | -221.9% | +68.3% |
| 5Y | +67.2% | +223.3% | -156.2% | +56.7% |
| 10Y | +293.9% | -58.8% | +352.6% | +259.8% |
| All | +640.5% | -98.9% | +739.3% | +563.8% |
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