+91.4%
BP vs VYM
+490.3%
-398.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +9.1% | -1.3% | +10.4% | +10.5% |
| 3M | +3.9% | +4.1% | -0.1% | -0.7% |
| 6M | +13.6% | +9.8% | +3.8% | +2.1% |
| YTD | +34.0% | +15.3% | +18.7% | +14.2% |
| 1Y | +39.2% | +20.0% | +19.2% | +13.6% |
| 3Y | +36.4% | +66.2% | -29.8% | -22.1% |
| 5Y | +135.8% | +77.5% | +58.3% | +25.9% |
| 10Y | +125.0% | +201.7% | -76.7% | -28.5% |
| All | +91.4% | +490.3% | -398.9% | -69.8% |
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