+226.3%
RL vs VYM
+76.9%
+149.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.6% |
| 7D | -0.3% | -1.0% | +0.7% | +1.2% |
| 30D | -17.5% | -2.0% | -15.5% | -14.9% |
| 3M | -14.0% | +3.1% | -17.1% | -17.7% |
| 6M | -2.0% | +8.9% | -10.9% | -13.4% |
| YTD | -4.6% | +14.7% | -19.3% | -22.2% |
| 1Y | +9.5% | +19.4% | -9.9% | -15.7% |
| 3Y | +200.5% | +65.4% | +135.1% | +43.9% |
| 5Y | +226.3% | +77.6% | +148.7% | +45.4% |
| All | +226.3% | +76.9% | +149.3% | +45.4% |
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