-79.5%
RAM vs VYM
+1.6%
-81.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -3.3% | -29.2% | -22.2% |
| 7D | -49.5% | -3.0% | -46.4% | -41.6% |
| 30D | -63.2% | +0.9% | -64.1% | -59.1% |
| 3M | -58.5% | -2.7% | -55.8% | -51.0% |
| All | -79.5% | +1.6% | -81.1% | -77.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling