+258.5%
BN vs VYM
+209.2%
+49.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.5% |
| 7D | -5.2% | -0.8% | -4.4% | -4.1% |
| 30D | -14.5% | -2.2% | -12.2% | -11.7% |
| 3M | -15.0% | +3.1% | -18.1% | -18.3% |
| 6M | -5.4% | +9.7% | -15.1% | -16.3% |
| YTD | -16.4% | +14.9% | -31.3% | -30.5% |
| 1Y | -16.2% | +17.6% | -33.8% | -32.3% |
| 3Y | +67.5% | +65.3% | +2.2% | -11.1% |
| 5Y | +34.1% | +78.7% | -44.6% | -33.8% |
| All | +258.5% | +209.2% | +49.3% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling