+128.2%
UAL vs VYM
+66.8%
+61.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -1.9% |
| 7D | +3.5% | +0.1% | +3.3% | +3.2% |
| 30D | -16.5% | -1.3% | -15.2% | -14.0% |
| 3M | +2.8% | +4.1% | -1.3% | -5.4% |
| 6M | +17.6% | +9.8% | +7.8% | -3.6% |
| YTD | -3.2% | +15.3% | -18.5% | -28.1% |
| 1Y | +0.4% | +20.0% | -19.6% | -31.3% |
| 3Y | +128.2% | +66.2% | +61.9% | -10.6% |
| All | +128.2% | +66.8% | +61.3% | -10.6% |
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 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