-97.9%
CAPR vs VYM
+477.1%
-574.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +5.9% | +3.7% | +2.2% | +3.7% |
| 30D | +44.6% | +3.7% | +40.9% | +41.8% |
| 3M | +126.4% | -0.7% | +127.1% | +127.6% |
| 6M | -68.6% | +7.2% | -75.8% | -70.1% |
| YTD | -67.0% | +16.9% | -83.9% | -70.2% |
| 1Y | +65.2% | +19.6% | +45.5% | +47.5% |
| 3Y | +235.6% | +74.6% | +161.0% | +147.6% |
| 5Y | +175.4% | +72.3% | +103.1% | +105.9% |
| 10Y | -65.0% | +206.5% | -271.5% | -79.4% |
| All | -97.9% | +477.1% | -574.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling