+199.9%
RBA vs VYM
+209.2%
-9.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.7% |
| 30D | -2.9% | -2.2% | -0.7% | -1.2% |
| 3M | -20.9% | +3.1% | -24.0% | -22.7% |
| 6M | -17.7% | +9.7% | -27.4% | -23.3% |
| YTD | -18.2% | +14.9% | -33.1% | -26.3% |
| 1Y | -29.1% | +17.6% | -46.7% | -37.2% |
| 3Y | +29.5% | +65.3% | -35.8% | -10.9% |
| 5Y | +40.2% | +78.7% | -38.5% | -9.1% |
| All | +199.9% | +209.2% | -9.3% | +18.7% |
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