+187.0%
UAL vs VYM
+492.8%
-305.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.8% |
| 30D | -16.1% | -0.5% | -15.6% | -15.2% |
| 3M | +6.1% | +3.0% | +3.1% | +1.2% |
| 6M | +10.8% | +8.2% | +2.6% | -2.4% |
| YTD | -0.4% | +15.8% | -16.2% | -21.7% |
| 1Y | +5.0% | +20.8% | -15.8% | -22.9% |
| 3Y | +124.0% | +65.3% | +58.8% | +0.8% |
| 5Y | +141.0% | +76.6% | +64.4% | -1.0% |
| 10Y | +118.0% | +203.9% | -85.9% | -61.9% |
| All | +187.0% | +492.8% | -305.8% | -81.2% |
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