-82.7%
BB vs VYM
+487.3%
-569.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | +1.8% | -1.0% | +2.8% | +3.0% |
| 30D | -12.2% | -2.0% | -10.2% | -10.2% |
| 3M | -12.3% | +3.1% | -15.4% | -15.3% |
| 6M | +122.7% | +8.9% | +113.8% | +103.0% |
| YTD | +104.5% | +14.7% | +89.8% | +75.6% |
| 1Y | +106.7% | +19.4% | +87.2% | +69.6% |
| 3Y | +70.0% | +65.4% | +4.6% | -1.0% |
| 5Y | -27.8% | +77.6% | -105.3% | -59.8% |
| 10Y | +2.4% | +207.8% | -205.4% | -68.0% |
| All | -82.7% | +487.3% | -569.9% | -97.0% |
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