+215.0%
RNG vs VYM
+209.2%
+5.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.9% |
| 7D | -6.1% | -0.8% | -5.3% | -5.3% |
| 30D | +9.6% | -2.2% | +11.9% | +12.4% |
| 3M | +83.3% | +3.1% | +80.3% | +78.0% |
| 6M | +77.9% | +9.7% | +68.2% | +61.0% |
| YTD | +139.9% | +14.9% | +125.0% | +106.8% |
| 1Y | +121.7% | +17.6% | +104.1% | +86.4% |
| 3Y | +121.9% | +65.3% | +56.6% | +33.6% |
| 5Y | -68.4% | +78.7% | -147.1% | -81.3% |
| All | +215.0% | +209.2% | +5.8% | +0.5% |
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