+100.0%
UAL vs VYM
+207.1%
-107.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -1.9% | -0.1% | +1.2% |
| 30D | -15.7% | -2.6% | -13.1% | -11.7% |
| 3M | +3.6% | +3.6% | 0.0% | -2.1% |
| 6M | +16.9% | +8.7% | +8.2% | +2.4% |
| YTD | -4.8% | +14.1% | -18.9% | -22.7% |
| 1Y | -0.9% | +17.8% | -18.8% | -23.5% |
| 3Y | +124.5% | +64.5% | +59.9% | +5.4% |
| 5Y | +140.2% | +77.5% | +62.6% | +2.4% |
| All | +100.0% | +207.1% | -107.1% | -56.1% |
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