+2.5%
BAH vs VYM
+75.8%
-73.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.2% |
| 7D | +2.4% | -1.9% | +4.3% | +3.7% |
| 30D | -2.9% | -2.6% | -0.4% | -1.3% |
| 3M | -1.3% | +3.6% | -4.9% | -3.4% |
| 6M | -0.9% | +8.7% | -9.6% | -6.0% |
| YTD | -8.2% | +14.1% | -22.4% | -15.8% |
| 1Y | -24.0% | +17.8% | -41.8% | -31.6% |
| 3Y | -28.1% | +64.5% | -92.6% | -48.9% |
| 5Y | +2.5% | +77.5% | -75.0% | -31.3% |
| All | +2.5% | +75.8% | -73.3% | -31.3% |
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