+304.7%
RL vs VYM
+209.2%
+95.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.2% |
| 7D | -3.4% | -0.8% | -2.7% | -2.4% |
| 30D | -14.4% | -2.2% | -12.2% | -11.8% |
| 3M | -13.6% | +3.1% | -16.6% | -17.0% |
| 6M | +0.6% | +9.7% | -9.2% | -10.8% |
| YTD | -3.6% | +14.9% | -18.5% | -19.7% |
| 1Y | +8.3% | +17.6% | -9.2% | -12.2% |
| 3Y | +204.8% | +65.3% | +139.5% | +59.7% |
| 5Y | +232.9% | +78.7% | +154.2% | +62.0% |
| All | +304.7% | +209.2% | +95.6% | +16.5% |
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 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