-97.9%
CAPR vs VYM
+471.5%
-569.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +139.2% | -0.5% | +139.7% | +139.7% |
| 3M | -66.4% | +3.0% | -69.4% | -67.2% |
| 6M | -63.1% | +8.2% | -71.4% | -65.2% |
| YTD | -67.4% | +15.8% | -83.2% | -70.5% |
| 1Y | +58.2% | +20.8% | +37.4% | +40.4% |
| 3Y | +42.2% | +65.3% | -23.1% | +8.3% |
| 5Y | +87.3% | +76.6% | +10.7% | +38.1% |
| 10Y | -75.3% | +203.9% | -279.2% | -85.4% |
| All | -97.9% | +471.5% | -569.4% | -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