+152.0%
RRC vs VYM
+75.8%
+76.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.0% |
| 7D | -1.2% | -1.9% | +0.7% | +1.3% |
| 30D | +3.0% | -2.6% | +5.6% | +6.5% |
| 3M | +7.3% | +3.6% | +3.7% | +2.0% |
| 6M | +3.6% | +8.7% | -5.1% | -8.4% |
| YTD | +19.4% | +14.1% | +5.2% | -1.8% |
| 1Y | +21.4% | +17.8% | +3.6% | -4.5% |
| 3Y | +32.8% | +64.5% | -31.8% | -38.0% |
| 5Y | +152.0% | +77.5% | +74.5% | +3.6% |
| All | +152.0% | +75.8% | +76.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling