+907.8%
BX vs VYM
+440.5%
+467.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.5% |
| 7D | -5.6% | -0.8% | -4.8% | -4.4% |
| 30D | -12.2% | -2.2% | -10.0% | -9.1% |
| 3M | +7.4% | +3.1% | +4.3% | +3.0% |
| 6M | +22.2% | +9.7% | +12.4% | +7.0% |
| YTD | -14.0% | +14.9% | -28.9% | -29.4% |
| 1Y | -27.3% | +17.6% | -44.9% | -42.3% |
| 3Y | +24.5% | +65.3% | -40.8% | -37.8% |
| 5Y | +18.9% | +78.7% | -59.8% | -44.1% |
| 10Y | +665.4% | +208.2% | +457.2% | +61.7% |
| All | +907.8% | +440.5% | +467.3% | +1.5% |
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