+328.7%
RRX vs VYM
+488.1%
-159.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.8% |
| 7D | -0.3% | -0.8% | +0.4% | +0.7% |
| 30D | -6.1% | -2.2% | -3.9% | -3.2% |
| 3M | -23.1% | +3.1% | -26.1% | -25.9% |
| 6M | -19.5% | +9.7% | -29.2% | -27.8% |
| YTD | +16.1% | +14.9% | +1.2% | -1.4% |
| 1Y | +12.9% | +17.6% | -4.6% | -6.4% |
| 3Y | +7.9% | +65.3% | -57.4% | -40.1% |
| 5Y | +19.1% | +78.7% | -59.6% | -39.1% |
| 10Y | +225.8% | +208.2% | +17.6% | -12.3% |
| All | +328.7% | +488.1% | -159.3% | -47.8% |
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