+8.2%
BR vs VYM
+77.5%
-69.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 6M | -6.7% | +9.7% | -16.4% | -14.2% |
| YTD | -23.4% | +14.9% | -38.3% | -32.9% |
| 1Y | -32.7% | +17.6% | -50.2% | -42.3% |
| 3Y | -5.9% | +65.3% | -71.2% | -42.9% |
| All | +8.2% | +77.5% | -69.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling