+246.5%
BBY vs VYM
+209.2%
+37.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.2% |
| 7D | +0.6% | -0.8% | +1.4% | +1.6% |
| 30D | +9.4% | -2.2% | +11.6% | +12.6% |
| 3M | +19.3% | +3.1% | +16.3% | +15.1% |
| 6M | +47.9% | +9.7% | +38.2% | +31.5% |
| YTD | +39.6% | +14.9% | +24.7% | +17.2% |
| 1Y | +22.2% | +17.6% | +4.6% | 0.0% |
| 3Y | +45.0% | +65.3% | -20.3% | -20.0% |
| 5Y | +2.6% | +78.7% | -76.1% | -47.5% |
| All | +246.5% | +209.2% | +37.4% | +2.0% |
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 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