+32.4%
BN vs VYM
+77.5%
-45.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.7% |
| 7D | -5.2% | -0.8% | -4.4% | -3.9% |
| 30D | -14.5% | -2.2% | -12.2% | -11.1% |
| 3M | -15.0% | +3.1% | -18.1% | -19.0% |
| 6M | -5.4% | +9.7% | -15.1% | -18.5% |
| YTD | -16.4% | +14.9% | -31.3% | -33.2% |
| 1Y | -16.2% | +17.6% | -33.8% | -35.4% |
| 3Y | +67.5% | +65.3% | +2.2% | -22.9% |
| All | +32.4% | +77.5% | -45.1% | -43.1% |
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