+73.7%
UAL vs VYM
+205.6%
-132.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | -3.0% | +3.7% | -6.7% | -8.8% |
| 30D | +10.5% | +3.7% | +6.8% | +4.1% |
| 3M | -13.5% | -0.7% | -12.8% | -12.1% |
| 6M | +14.2% | +7.2% | +7.0% | +2.1% |
| YTD | -2.2% | +16.9% | -19.2% | -23.8% |
| 1Y | +12.5% | +19.6% | -7.1% | -15.5% |
| 3Y | +186.8% | +74.6% | +112.2% | +22.2% |
| 5Y | +119.4% | +72.3% | +47.0% | -2.1% |
| All | +73.7% | +205.6% | -132.0% | -66.6% |
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