-84.6%
CAPS price history and return analytics
+21.4%
-106.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -5.9% | +1.0% | -7.0% | -6.6% |
| 30D | -36.2% | -0.2% | -35.9% | -36.2% |
| 3M | -44.2% | +4.5% | -48.7% | -46.3% |
| 6M | -71.2% | +14.1% | -85.2% | -74.5% |
| YTD | -75.5% | +14.8% | -90.3% | -78.7% |
| 1Y | -84.6% | +21.2% | -105.8% | -88.5% |
| All | -84.6% | +21.4% | -106.0% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling