+279.2%
RTX vs VYM
+209.2%
+70.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | -1.5% | -0.8% | -0.8% | -0.7% |
| 30D | -11.0% | -2.2% | -8.7% | -8.7% |
| 3M | +7.7% | +3.1% | +4.6% | +4.0% |
| 6M | -3.9% | +9.7% | -13.6% | -13.5% |
| YTD | +9.0% | +14.9% | -5.9% | -7.0% |
| 1Y | +27.3% | +17.6% | +9.7% | +5.7% |
| 3Y | +172.9% | +65.3% | +107.6% | +50.3% |
| 5Y | +165.2% | +78.7% | +86.4% | +31.6% |
| All | +279.2% | +209.2% | +70.0% | +9.0% |
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