+406.7%
BNY vs VYM
+209.2%
+197.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -0.4% |
| 30D | -0.2% | -2.2% | +2.1% | +2.6% |
| 3M | +14.9% | +3.1% | +11.9% | +10.8% |
| 6M | +40.0% | +9.7% | +30.3% | +25.1% |
| YTD | +42.0% | +14.9% | +27.1% | +20.0% |
| 1Y | +56.9% | +17.6% | +39.3% | +28.9% |
| 3Y | +289.9% | +65.3% | +224.6% | +112.0% |
| 5Y | +259.2% | +78.7% | +180.5% | +80.3% |
| All | +406.7% | +209.2% | +197.5% | +38.9% |
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 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