+91.5%
RIO vs VYM
+77.5%
+14.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | +0.9% | -2.2% | +3.2% | +3.2% |
| 3M | -1.4% | +3.1% | -4.5% | -4.4% |
| 6M | +10.9% | +9.7% | +1.2% | +1.5% |
| YTD | +31.2% | +14.9% | +16.3% | +15.1% |
| 1Y | +67.9% | +17.6% | +50.3% | +44.1% |
| 3Y | +88.8% | +65.3% | +23.5% | +14.1% |
| All | +91.5% | +77.5% | +14.0% | +6.1% |
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