+199.3%
BBY vs VYM
+488.1%
-288.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.5% |
| 30D | +9.4% | -2.2% | +11.6% | +12.4% |
| 3M | +19.3% | +3.1% | +16.3% | +15.4% |
| 6M | +47.9% | +9.7% | +38.2% | +32.8% |
| YTD | +39.6% | +14.9% | +24.7% | +18.9% |
| 1Y | +22.2% | +17.6% | +4.6% | +1.7% |
| 3Y | +45.0% | +65.3% | -20.3% | -16.3% |
| 5Y | +2.6% | +78.7% | -76.1% | -44.8% |
| 10Y | +250.5% | +208.2% | +42.3% | +5.5% |
| All | +199.3% | +488.1% | -288.8% | -54.8% |
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