+24.5%
BX vs VYM
+65.1%
-40.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.2% |
| 7D | -5.6% | -0.8% | -4.8% | -4.1% |
| 30D | -12.2% | -2.2% | -10.0% | -8.3% |
| 3M | +7.4% | +3.1% | +4.3% | +1.9% |
| 6M | +22.2% | +9.7% | +12.4% | +3.2% |
| YTD | -14.0% | +14.9% | -28.9% | -33.1% |
| 1Y | -27.3% | +17.6% | -44.9% | -45.9% |
| 3Y | +24.5% | +65.3% | -40.8% | -51.9% |
| All | +24.5% | +65.1% | -40.5% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling