-13.3%
BKNG vs VYM
+17.8%
-31.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +1.8% |
| 7D | +12.2% | -3.0% | +15.2% | +15.4% |
| 30D | +7.0% | +0.9% | +6.1% | +6.3% |
| 3M | -18.3% | -2.7% | -15.6% | -16.2% |
| 6M | +1.1% | +3.4% | -2.3% | -1.1% |
| YTD | -20.7% | +13.3% | -34.0% | -28.8% |
| 1Y | -13.3% | +17.0% | -30.3% | -26.2% |
| All | -13.3% | +17.8% | -31.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling