+75.8%
BA vs VYM
+209.2%
-133.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +1.7% |
| 7D | -0.8% | -0.8% | -0.1% | +0.4% |
| 30D | -9.0% | -2.2% | -6.7% | -5.7% |
| 3M | -5.0% | +3.1% | -8.1% | -9.2% |
| 6M | -1.7% | +9.7% | -11.4% | -14.3% |
| YTD | -3.1% | +14.9% | -18.0% | -21.5% |
| 1Y | -4.3% | +17.6% | -21.9% | -25.3% |
| 3Y | -0.3% | +65.3% | -65.6% | -54.6% |
| 5Y | +0.1% | +78.7% | -78.6% | -59.5% |
| All | +75.8% | +209.2% | -133.4% | -62.6% |
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