+74.6%
BND vs VYM
+463.4%
-388.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -1.1% | -2.2% | +1.1% | -1.1% |
| 3M | -1.9% | +3.1% | -4.9% | -1.8% |
| 6M | -1.6% | +9.7% | -11.3% | -1.5% |
| YTD | -1.2% | +14.9% | -16.1% | -1.0% |
| 1Y | -0.7% | +17.6% | -18.3% | -0.5% |
| 3Y | +12.5% | +65.3% | -52.8% | +13.5% |
| 5Y | -2.5% | +78.7% | -81.3% | -1.5% |
| 10Y | +14.9% | +208.2% | -193.3% | +18.7% |
| All | +74.6% | +463.4% | -388.8% | +83.9% |
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