-47.7%
BBWI vs VYM
+64.0%
-111.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.5% |
| 7D | -8.0% | -1.9% | -6.2% | -4.8% |
| 30D | -6.6% | -2.6% | -4.0% | -2.1% |
| 3M | -2.7% | +3.6% | -6.3% | -8.5% |
| 6M | -12.8% | +8.7% | -21.5% | -24.8% |
| YTD | -10.5% | +14.1% | -24.6% | -29.1% |
| 1Y | -35.3% | +17.8% | -53.2% | -51.6% |
| All | -47.7% | +64.0% | -111.6% | -79.7% |
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