-26.7%
BB vs VYM
+77.5%
-104.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | +0.9% |
| 30D | -12.5% | -2.2% | -10.3% | -9.4% |
| 3M | -17.4% | +3.1% | -20.5% | -21.5% |
| 6M | +119.1% | +9.7% | +109.4% | +90.0% |
| YTD | +102.4% | +14.9% | +87.5% | +62.8% |
| 1Y | +98.2% | +17.6% | +80.6% | +53.2% |
| 3Y | +46.9% | +65.3% | -18.4% | -34.5% |
| All | -26.7% | +77.5% | -104.3% | -71.5% |
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