-6.1%
RDW vs VYM
+77.5%
-83.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -3.8% |
| 7D | +0.9% | -0.8% | +1.7% | +2.5% |
| 30D | -21.3% | -2.2% | -19.0% | -17.3% |
| 3M | -37.9% | +3.1% | -40.9% | -42.1% |
| 6M | +12.3% | +9.7% | +2.5% | -7.1% |
| YTD | +39.7% | +14.9% | +24.8% | +6.6% |
| 1Y | +25.7% | +17.6% | +8.1% | -7.3% |
| 3Y | +230.8% | +65.3% | +165.5% | +48.5% |
| All | -6.1% | +77.5% | -83.6% | -56.5% |
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