+1,123.7%
CAT vs VYM
+207.1%
+916.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +0.6% | -1.9% | +2.5% | +3.1% |
| 30D | -4.5% | -2.6% | -2.0% | -1.2% |
| 3M | -5.8% | +3.6% | -9.4% | -9.9% |
| 6M | +12.7% | +8.7% | +4.1% | +1.9% |
| YTD | +41.4% | +14.1% | +27.3% | +20.6% |
| 1Y | +92.1% | +17.8% | +74.2% | +57.5% |
| 3Y | +197.5% | +64.5% | +132.9% | +62.3% |
| 5Y | +327.9% | +77.5% | +250.4% | +114.6% |
| All | +1,123.7% | +207.1% | +916.6% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling