-3.5%
BA vs VYM
+76.9%
-80.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -1.2% | -1.0% | -0.2% | +0.1% |
| 30D | -11.3% | -2.0% | -9.3% | -8.9% |
| 3M | -3.8% | +3.1% | -6.8% | -7.2% |
| 6M | -8.3% | +8.9% | -17.1% | -17.5% |
| YTD | -4.9% | +14.7% | -19.7% | -20.3% |
| 1Y | -10.1% | +19.4% | -29.5% | -28.6% |
| 3Y | -2.3% | +65.4% | -67.7% | -50.0% |
| 5Y | -3.5% | +77.6% | -81.1% | -54.3% |
| All | -3.5% | +76.9% | -80.5% | -54.3% |
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