+231.3%
BA vs VYM
+492.8%
-261.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | -0.5% | -11.1% | -11.0% |
| 3M | -2.4% | +3.0% | -5.4% | -5.7% |
| 6M | -6.6% | +8.2% | -14.8% | -14.9% |
| YTD | -2.2% | +15.8% | -18.1% | -18.0% |
| 1Y | -8.0% | +20.8% | -28.9% | -26.9% |
| 3Y | -5.0% | +65.3% | -70.3% | -48.3% |
| 5Y | -2.7% | +76.6% | -79.3% | -50.2% |
| 10Y | +75.9% | +203.9% | -128.0% | -45.2% |
| All | +231.3% | +492.8% | -261.6% | -48.5% |
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