+134.1%
BP vs VYM
+209.2%
-75.0%
-63.9%
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% | -0.7% |
| 7D | +5.2% | -0.8% | +6.0% | +6.1% |
| 30D | +8.7% | -2.2% | +11.0% | +11.3% |
| 3M | +9.3% | +3.1% | +6.3% | +5.3% |
| 6M | +13.6% | +9.7% | +3.9% | +1.5% |
| YTD | +37.7% | +14.9% | +22.8% | +16.8% |
| 1Y | +40.6% | +17.6% | +23.1% | +16.1% |
| 3Y | +40.3% | +65.3% | -25.0% | -22.6% |
| 5Y | +141.4% | +78.7% | +62.7% | +21.3% |
| All | +134.1% | +209.2% | -75.0% | -31.7% |
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