-56.2%
BBWI vs VYM
+209.2%
-265.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +5.4% |
| 7D | -4.8% | -0.8% | -4.0% | -3.5% |
| 30D | +3.5% | -2.2% | +5.7% | +7.3% |
| 3M | -0.3% | +3.1% | -3.4% | -4.7% |
| 6M | -5.4% | +9.7% | -15.1% | -17.8% |
| YTD | -4.7% | +14.9% | -19.6% | -22.6% |
| 1Y | -30.5% | +17.6% | -48.0% | -45.3% |
| 3Y | -44.3% | +65.3% | -109.6% | -73.2% |
| 5Y | -66.9% | +78.7% | -145.6% | -85.4% |
| All | -56.2% | +209.2% | -265.4% | -90.2% |
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