-42.2%
RIG vs VYM
+209.2%
-251.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -3.1% |
| 7D | -3.1% | -0.8% | -2.3% | -1.6% |
| 30D | -0.5% | -2.2% | +1.7% | +3.9% |
| 3M | -6.0% | +3.1% | -9.0% | -11.9% |
| 6M | -10.1% | +9.7% | -19.9% | -26.5% |
| YTD | +37.3% | +14.9% | +22.4% | +3.0% |
| 1Y | +73.9% | +17.6% | +56.4% | +25.0% |
| 3Y | -30.2% | +65.3% | -95.5% | -74.1% |
| 5Y | +62.5% | +78.7% | -16.3% | -46.5% |
| All | -42.2% | +209.2% | -251.4% | -90.7% |
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