+72.5%
CAPR vs VYM
+76.9%
-4.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | -12.6% | -1.0% | -11.7% | -11.4% |
| 30D | +124.4% | -2.0% | +126.4% | +130.7% |
| 3M | -66.8% | +3.1% | -69.8% | -68.8% |
| 6M | -71.8% | +8.9% | -80.7% | -75.7% |
| YTD | -70.1% | +14.7% | -84.8% | -76.2% |
| 1Y | +33.3% | +19.4% | +13.9% | +2.0% |
| 3Y | +36.7% | +65.4% | -28.7% | -23.1% |
| 5Y | +72.5% | +77.6% | -5.1% | -2.2% |
| All | +72.5% | +76.9% | -4.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling