+420.8%
RSG vs VYM
+209.2%
+211.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.6% |
| 30D | +4.0% | -2.2% | +6.2% | +5.7% |
| 3M | +7.4% | +3.1% | +4.3% | +5.0% |
| 6M | +0.1% | +9.7% | -9.6% | -6.8% |
| YTD | +6.0% | +14.9% | -8.9% | -4.7% |
| 1Y | -3.0% | +17.6% | -20.5% | -14.4% |
| 3Y | +56.5% | +65.3% | -8.8% | +4.9% |
| 5Y | +90.9% | +78.7% | +12.2% | +19.3% |
| All | +420.8% | +209.2% | +211.7% | +105.5% |
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 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