+68.8%
RRC vs VYM
+490.3%
-421.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +9.4% | -1.3% | +10.7% | +11.2% |
| 3M | +7.4% | +4.1% | +3.3% | +1.8% |
| 6M | +1.5% | +9.8% | -8.3% | -10.7% |
| YTD | +19.4% | +15.3% | +4.1% | -1.5% |
| 1Y | +24.2% | +20.0% | +4.2% | -2.6% |
| 3Y | +32.8% | +66.2% | -33.5% | -31.3% |
| 5Y | +152.9% | +77.5% | +75.4% | +24.2% |
| 10Y | +3.9% | +201.7% | -197.9% | -72.4% |
| All | +68.8% | +490.3% | -421.4% | -79.5% |
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 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