+733.9%
BN vs VYM
+490.3%
+243.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -10.9% | -1.3% | -9.6% | -9.4% |
| 3M | -11.1% | +4.1% | -15.1% | -15.3% |
| 6M | -4.4% | +9.8% | -14.2% | -14.6% |
| YTD | -14.1% | +15.3% | -29.5% | -27.9% |
| 1Y | -11.1% | +20.0% | -31.1% | -28.7% |
| 3Y | +75.6% | +66.2% | +9.3% | -3.0% |
| 5Y | +35.8% | +77.5% | -41.7% | -29.0% |
| 10Y | +261.6% | +201.7% | +59.8% | +3.0% |
| All | +733.9% | +490.3% | +243.6% | +11.8% |
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