+558.9%
RMBS vs VYM
+209.2%
+349.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.9% |
| 30D | -13.9% | -2.2% | -11.6% | -11.3% |
| 3M | -39.8% | +3.1% | -42.9% | -42.2% |
| 6M | -6.0% | +9.7% | -15.7% | -16.0% |
| YTD | -5.4% | +14.9% | -20.2% | -19.9% |
| 1Y | -1.8% | +17.6% | -19.4% | -18.7% |
| 3Y | +53.7% | +65.3% | -11.7% | -11.4% |
| 5Y | +268.5% | +78.7% | +189.8% | +96.2% |
| All | +558.9% | +209.2% | +349.7% | +80.6% |
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