+30.0%
CAPR vs VYM
+18.4%
+11.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | -1.8% |
| 7D | -11.0% | -0.8% | -10.2% | -8.0% |
| 30D | +99.8% | -2.2% | +102.0% | +116.8% |
| 3M | -66.6% | +3.1% | -69.6% | -73.0% |
| 6M | -75.1% | +9.7% | -84.8% | -86.6% |
| YTD | -71.0% | +14.9% | -85.9% | -91.7% |
| 1Y | +30.0% | +17.6% | +12.4% | -63.1% |
| All | +30.0% | +18.4% | +11.5% | -63.1% |
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