-89.1%
CAPS price history and return analytics
+57.0%
-146.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.6% |
| 7D | -8.4% | +2.4% | -10.8% | -12.0% |
| 30D | -51.7% | -1.5% | -50.2% | -49.7% |
| 3M | -73.6% | -4.1% | -69.5% | -71.4% |
| 6M | -81.3% | +0.6% | -81.8% | -81.6% |
| YTD | +138.4% | +11.0% | +127.3% | +92.1% |
| 1Y | +68.9% | +13.3% | +55.6% | +35.3% |
| 3Y | -76.8% | +73.4% | -150.2% | -82.1% |
| All | -89.1% | +57.0% | -146.2% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling