-78.9%
CAPR vs VYM
+207.1%
-286.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | -10.6% | -1.9% | -8.7% | -8.4% |
| 30D | +111.2% | -2.6% | +113.8% | +117.8% |
| 3M | -67.2% | +3.6% | -70.8% | -69.1% |
| 6M | -75.1% | +8.7% | -83.8% | -77.9% |
| YTD | -71.2% | +14.1% | -85.4% | -76.0% |
| 1Y | +31.1% | +17.8% | +13.3% | +6.3% |
| 3Y | +31.3% | +64.5% | -33.2% | -24.3% |
| 5Y | +69.4% | +77.5% | -8.1% | -10.9% |
| All | -78.9% | +207.1% | -286.0% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling