+645.0%
RTX vs VYM
+490.3%
+154.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -10.6% | -1.3% | -9.3% | -9.4% |
| 3M | +11.6% | +4.1% | +7.6% | +7.1% |
| 6M | -4.5% | +9.8% | -14.3% | -13.4% |
| YTD | +9.6% | +15.3% | -5.7% | -5.7% |
| 1Y | +30.8% | +20.0% | +10.8% | +8.0% |
| 3Y | +152.8% | +66.2% | +86.6% | +46.3% |
| 5Y | +167.1% | +77.5% | +89.6% | +43.8% |
| 10Y | +275.2% | +201.7% | +73.4% | +21.9% |
| All | +645.0% | +490.3% | +154.7% | +29.0% |
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 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