+33.1%
CAPR vs VYM
+64.8%
-31.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.6% |
| 7D | -12.6% | -1.0% | -11.7% | -10.8% |
| 30D | +124.4% | -2.0% | +126.4% | +133.5% |
| 3M | -66.8% | +3.1% | -69.8% | -69.8% |
| 6M | -71.8% | +8.9% | -80.7% | -77.6% |
| YTD | -70.1% | +14.7% | -84.8% | -79.1% |
| 1Y | +33.3% | +19.4% | +13.9% | -11.9% |
| All | +33.1% | +64.8% | -31.7% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling