-0.3%
BA vs VYM
+66.8%
-67.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +2.5% | +0.1% | +2.3% | +2.3% |
| 30D | -10.1% | -1.3% | -8.8% | -8.7% |
| 3M | -2.4% | +4.1% | -6.5% | -6.6% |
| 6M | -8.8% | +9.8% | -18.6% | -17.9% |
| YTD | -2.9% | +15.3% | -18.3% | -17.5% |
| 1Y | -8.8% | +20.0% | -28.8% | -26.1% |
| 3Y | -0.3% | +66.2% | -66.5% | -42.0% |
| All | -0.3% | +66.8% | -67.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling