+91.7%
BKNG vs VYM
+76.3%
+15.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -10.7% | -1.9% | -8.8% | -8.7% |
| 30D | -18.1% | -2.6% | -15.5% | -15.6% |
| 3M | +8.5% | +3.6% | +4.9% | +4.4% |
| 6M | -0.1% | +8.7% | -8.7% | -9.2% |
| YTD | -18.2% | +14.1% | -32.4% | -29.9% |
| 1Y | -19.9% | +17.8% | -37.7% | -33.9% |
| 3Y | +41.6% | +64.5% | -22.9% | -22.5% |
| All | +91.7% | +76.3% | +15.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling