+187.0%
BR vs VYM
+209.2%
-22.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.3% |
| 30D | -0.3% | -2.2% | +2.0% | +1.7% |
| 3M | +17.3% | +3.1% | +14.2% | +14.4% |
| 6M | -6.7% | +9.7% | -16.4% | -13.9% |
| YTD | -23.4% | +14.9% | -38.3% | -32.4% |
| 1Y | -32.7% | +17.6% | -50.2% | -41.8% |
| 3Y | -5.9% | +65.3% | -71.2% | -39.7% |
| 5Y | +8.4% | +78.7% | -70.3% | -34.6% |
| All | +187.0% | +209.2% | -22.1% | +12.3% |
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