+71.7%
BAC vs VYM
+490.3%
-418.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | +0.4% |
| 7D | +1.2% | +0.1% | +1.0% | +0.9% |
| 30D | -0.7% | -1.3% | +0.5% | +1.7% |
| 3M | +16.9% | +4.1% | +12.9% | +8.4% |
| 6M | +29.6% | +9.8% | +19.8% | +8.3% |
| YTD | +15.3% | +15.3% | -0.1% | -12.3% |
| 1Y | +28.8% | +20.0% | +8.8% | -9.4% |
| 3Y | +136.4% | +66.2% | +70.1% | -11.1% |
| 5Y | +72.9% | +77.5% | -4.6% | -43.1% |
| 10Y | +391.8% | +201.7% | +190.0% | -46.2% |
| All | +71.7% | +490.3% | -418.5% | -94.4% |
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