+421.5%
CARR vs VYM
+193.5%
+228.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.7% |
| 7D | -3.8% | -0.8% | -3.0% | -2.8% |
| 30D | -8.9% | -2.2% | -6.7% | -6.4% |
| 3M | -17.3% | +3.1% | -20.4% | -20.1% |
| 6M | -1.4% | +9.7% | -11.1% | -10.9% |
| YTD | +10.0% | +14.9% | -4.9% | -5.5% |
| 1Y | -6.4% | +17.6% | -23.9% | -21.6% |
| 3Y | +1.5% | +65.3% | -63.8% | -40.6% |
| 5Y | +9.3% | +78.7% | -69.4% | -39.6% |
| All | +421.5% | +193.5% | +228.0% | +111.8% |
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