+562.1%
RL vs VYM
+498.6%
+63.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +2.6% | +3.7% | -1.1% | -1.9% |
| 30D | +2.9% | +3.7% | -0.7% | -1.4% |
| 3M | 0.0% | -0.7% | +0.7% | +1.2% |
| 6M | +17.1% | +7.2% | +9.9% | +7.6% |
| YTD | +10.1% | +16.9% | -6.8% | -9.1% |
| 1Y | +17.3% | +19.6% | -2.3% | -5.8% |
| 3Y | +249.3% | +74.6% | +174.7% | +77.7% |
| 5Y | +240.9% | +72.3% | +168.6% | +80.5% |
| 10Y | +337.3% | +206.5% | +130.8% | +19.5% |
| All | +562.1% | +498.6% | +63.5% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling