+977.1%
BE vs VYM
+144.0%
+833.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.0% |
| 7D | +23.9% | -1.0% | +24.9% | +26.0% |
| 30D | +27.8% | -2.0% | +29.9% | +32.6% |
| 3M | +3.7% | +3.1% | +0.7% | -1.7% |
| 6M | +78.0% | +8.9% | +69.1% | +55.1% |
| YTD | +209.9% | +14.7% | +195.2% | +148.8% |
| 1Y | +389.6% | +19.4% | +370.2% | +272.9% |
| 3Y | +1,730.6% | +65.4% | +1,665.2% | +753.3% |
| 5Y | +1,227.8% | +77.6% | +1,150.3% | +487.4% |
| All | +977.1% | +144.0% | +833.1% | +180.5% |
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