+172.4%
BA vs VYM
+498.9%
-326.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | -0.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -7.9% | +3.6% | -11.5% | -12.0% |
| 3M | -25.2% | -0.1% | -25.0% | -25.1% |
| 6M | -26.7% | +7.1% | -33.9% | -32.7% |
| YTD | -19.6% | +17.0% | -36.6% | -33.5% |
| 1Y | -10.6% | +19.0% | -29.6% | -27.7% |
| 3Y | -11.2% | +74.4% | -85.7% | -54.8% |
| 5Y | -20.4% | +72.7% | -93.1% | -58.2% |
| 10Y | +26.8% | +206.6% | -179.9% | -61.0% |
| All | +172.4% | +498.9% | -326.5% | -58.3% |
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 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