+874.4%
BAH vs VYM
+554.8%
+319.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -4.5% | -1.3% | -3.2% | -3.5% |
| 3M | -7.6% | +4.1% | -11.7% | -10.2% |
| 6M | -10.6% | +9.8% | -20.4% | -16.6% |
| YTD | -12.6% | +15.3% | -27.9% | -21.4% |
| 1Y | -27.0% | +20.0% | -47.0% | -36.3% |
| 3Y | -31.5% | +66.2% | -97.7% | -53.7% |
| 5Y | -3.8% | +77.5% | -81.3% | -38.5% |
| 10Y | +183.9% | +201.7% | -17.8% | +14.9% |
| All | +874.4% | +554.8% | +319.6% | +108.6% |
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