+0.9%
BB vs VYM
+209.2%
-208.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.9% |
| 7D | -0.4% | -0.8% | +0.4% | +0.6% |
| 30D | -12.5% | -2.2% | -10.3% | -10.1% |
| 3M | -17.4% | +3.1% | -20.5% | -20.5% |
| 6M | +119.1% | +9.7% | +109.4% | +96.6% |
| YTD | +102.4% | +14.9% | +87.5% | +71.5% |
| 1Y | +98.2% | +17.6% | +80.6% | +63.1% |
| 3Y | +46.9% | +65.3% | -18.4% | -17.9% |
| 5Y | -26.4% | +78.7% | -105.1% | -61.0% |
| All | +0.9% | +209.2% | -208.2% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling