+36.4%
RBA vs VYM
+76.7%
-40.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -1.9% | -1.0% | -0.9% | -1.1% |
| 30D | -13.0% | -2.0% | -10.9% | -11.4% |
| 3M | -23.1% | +3.1% | -26.2% | -25.1% |
| 6M | -22.6% | +8.9% | -31.5% | -28.1% |
| YTD | -20.4% | +14.7% | -35.1% | -29.1% |
| 1Y | -29.6% | +19.4% | -49.0% | -39.3% |
| 3Y | +26.6% | +65.4% | -38.8% | -16.1% |
| All | +36.4% | +76.7% | -40.3% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling