-99.8%
BIYA vs VYM
+31.0%
-130.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.8% |
| 30D | -16.7% | -2.0% | -14.6% | -15.0% |
| 3M | -74.6% | +3.1% | -77.7% | -75.7% |
| 6M | -85.4% | +8.9% | -94.3% | -86.8% |
| YTD | -94.2% | +14.7% | -108.9% | -95.1% |
| 1Y | -98.6% | +19.4% | -118.0% | -98.9% |
| All | -99.8% | +31.0% | -130.8% | -99.8% |
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