+46.9%
BB vs VYM
+65.1%
-18.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | +0.8% |
| 30D | -12.5% | -2.2% | -10.3% | -9.5% |
| 3M | -17.4% | +3.1% | -20.5% | -21.3% |
| 6M | +119.1% | +9.7% | +109.4% | +91.3% |
| YTD | +102.4% | +14.9% | +87.5% | +64.3% |
| 1Y | +98.2% | +17.6% | +80.6% | +54.8% |
| 3Y | +46.9% | +65.3% | -18.4% | -42.2% |
| All | +46.9% | +65.1% | -18.1% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling