+989.1%
RMD vs VYM
+487.3%
+501.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -4.7% | -1.0% | -3.8% | -3.9% |
| 30D | +0.2% | -2.0% | +2.3% | +2.0% |
| 3M | +12.0% | +3.1% | +8.9% | +9.3% |
| 6M | -12.5% | +8.9% | -21.4% | -18.5% |
| YTD | -7.9% | +14.7% | -22.7% | -17.9% |
| 1Y | -20.4% | +19.4% | -39.8% | -31.3% |
| 3Y | +53.1% | +65.4% | -12.3% | +0.7% |
| 5Y | -22.1% | +77.6% | -99.7% | -51.6% |
| 10Y | +275.4% | +207.8% | +67.6% | +49.6% |
| All | +989.1% | +487.3% | +501.9% | +154.0% |
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