+58.2%
CAPR vs VYM
+21.4%
+36.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.2% |
| 30D | +139.2% | -0.5% | +139.7% | +141.1% |
| 3M | -66.4% | +3.0% | -69.4% | -72.4% |
| 6M | -63.1% | +8.2% | -71.4% | -77.4% |
| YTD | -67.4% | +15.8% | -83.2% | -90.5% |
| 1Y | +58.2% | +20.8% | +37.4% | -56.0% |
| All | +58.2% | +21.4% | +36.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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