+44.7%
BAX vs VYM
+490.3%
-445.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.4% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | -9.7% | -1.3% | -8.5% | -8.9% |
| 3M | +29.3% | +4.1% | +25.2% | +25.8% |
| 6M | +40.7% | +9.8% | +30.9% | +32.0% |
| YTD | +30.3% | +15.3% | +15.0% | +18.4% |
| 1Y | +3.4% | +20.0% | -16.6% | -8.6% |
| 3Y | -32.0% | +66.2% | -98.3% | -51.6% |
| 5Y | -66.9% | +77.5% | -144.4% | -77.4% |
| 10Y | -37.1% | +201.7% | -238.8% | -69.9% |
| All | +44.7% | +490.3% | -445.6% | -53.8% |
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