+500.3%
RL vs VYM
+492.8%
+7.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -7.8% | -0.5% | -7.2% | -7.1% |
| 3M | -4.0% | +3.0% | -7.0% | -7.5% |
| 6M | -1.9% | +8.2% | -10.1% | -10.8% |
| YTD | -0.2% | +15.8% | -16.0% | -16.8% |
| 1Y | +10.7% | +20.8% | -10.2% | -12.3% |
| 3Y | +210.8% | +65.3% | +145.5% | +68.7% |
| 5Y | +238.2% | +76.6% | +161.6% | +73.5% |
| 10Y | +313.4% | +203.9% | +109.5% | +13.8% |
| All | +500.3% | +492.8% | +7.4% | -22.8% |
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