+2.6%
RRC vs VYM
+209.2%
-206.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.4% |
| 7D | -1.8% | -0.8% | -1.0% | -0.8% |
| 30D | +2.7% | -2.2% | +4.9% | +5.8% |
| 3M | +8.8% | +3.1% | +5.8% | +4.2% |
| 6M | -1.2% | +9.7% | -10.9% | -13.8% |
| YTD | +17.6% | +14.9% | +2.7% | -4.0% |
| 1Y | +18.4% | +17.6% | +0.9% | -6.3% |
| 3Y | +33.1% | +65.3% | -32.2% | -35.0% |
| 5Y | +148.2% | +78.7% | +69.5% | +12.1% |
| All | +2.6% | +209.2% | -206.5% | -78.4% |
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