+11.5%
RRX vs VYM
+21.4%
-9.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.3% |
| 7D | +3.4% | 0.0% | +3.5% | +3.5% |
| 30D | -11.1% | -0.5% | -10.6% | -9.8% |
| 3M | -23.7% | +3.0% | -26.7% | -29.8% |
| 6M | -22.0% | +8.2% | -30.2% | -37.2% |
| YTD | +16.5% | +15.8% | +0.7% | -19.9% |
| 1Y | +11.5% | +20.8% | -9.3% | -31.1% |
| All | +11.5% | +21.4% | -9.9% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling