+165.8%
RTX vs VYM
+75.8%
+90.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -2.0% | -1.9% | -0.1% | -0.4% |
| 30D | -11.2% | -2.6% | -8.6% | -9.2% |
| 3M | +12.0% | +3.6% | +8.5% | +8.7% |
| 6M | -3.6% | +8.7% | -12.3% | -10.3% |
| YTD | +9.2% | +14.1% | -4.9% | -2.7% |
| 1Y | +29.7% | +17.8% | +11.9% | +12.4% |
| 3Y | +152.0% | +64.5% | +87.4% | +59.8% |
| 5Y | +165.8% | +77.5% | +88.2% | +56.1% |
| All | +165.8% | +75.8% | +90.0% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling