+586.8%
RBA vs VYM
+490.3%
+96.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -13.2% | -1.3% | -11.9% | -12.4% |
| 3M | -21.4% | +4.1% | -25.4% | -23.6% |
| 6M | -20.9% | +9.8% | -30.7% | -26.1% |
| YTD | -19.9% | +15.3% | -35.2% | -27.8% |
| 1Y | -28.7% | +20.0% | -48.7% | -37.6% |
| 3Y | +27.4% | +66.2% | -38.8% | -12.0% |
| 5Y | +41.7% | +77.5% | -35.8% | -6.9% |
| 10Y | +189.6% | +201.7% | -12.1% | +27.4% |
| All | +586.8% | +490.3% | +96.5% | +83.0% |
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 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