+374.0%
RY vs VYM
+207.1%
+166.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -2.9% | -1.9% | -1.0% | -1.2% |
| 30D | -2.0% | -2.6% | +0.6% | +0.3% |
| 3M | +4.9% | +3.6% | +1.3% | +1.6% |
| 6M | +26.1% | +8.7% | +17.5% | +17.0% |
| YTD | +22.4% | +14.1% | +8.3% | +8.5% |
| 1Y | +44.7% | +17.8% | +26.9% | +24.6% |
| 3Y | +155.7% | +64.5% | +91.1% | +61.3% |
| 5Y | +137.7% | +77.5% | +60.2% | +39.8% |
| All | +374.0% | +207.1% | +166.9% | +64.8% |
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 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