-98.0%
CAPR vs VYM
+469.0%
-567.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | +121.5% | -1.3% | +122.8% | +123.1% |
| 3M | -65.4% | +4.1% | -69.4% | -66.5% |
| 6M | -67.5% | +9.8% | -77.3% | -69.6% |
| YTD | -68.6% | +15.3% | -83.9% | -71.5% |
| 1Y | +42.7% | +20.0% | +22.7% | +27.1% |
| 3Y | +43.4% | +66.2% | -22.9% | +8.8% |
| 5Y | +86.0% | +77.5% | +8.5% | +37.0% |
| 10Y | -77.4% | +201.7% | -279.1% | -86.6% |
| All | -98.0% | +469.0% | -567.0% | -98.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling