+40.4%
BAC vs VYM
+498.6%
-458.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +3.2% | +3.7% | -0.4% | -3.6% |
| 30D | -0.7% | +3.7% | -4.4% | -7.4% |
| 3M | -20.0% | -0.7% | -19.3% | -19.0% |
| 6M | +3.4% | +7.2% | -3.8% | -9.6% |
| YTD | -5.7% | +16.9% | -22.7% | -30.2% |
| 1Y | -1.4% | +19.6% | -21.1% | -30.2% |
| 3Y | +97.9% | +74.6% | +23.3% | -32.4% |
| 5Y | +22.9% | +72.3% | -49.4% | -57.1% |
| 10Y | +235.3% | +206.5% | +28.8% | -64.4% |
| All | +40.4% | +498.6% | -458.2% | -95.6% |
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 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