+64.4%
UL vs VYM
+209.2%
-144.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | -3.4% | -0.8% | -2.6% | -2.9% |
| 30D | +0.5% | -2.2% | +2.7% | +1.8% |
| 3M | +7.2% | +3.1% | +4.2% | +5.5% |
| 6M | -3.1% | +9.7% | -12.8% | -8.0% |
| YTD | -2.7% | +14.9% | -17.6% | -10.1% |
| 1Y | -10.2% | +17.6% | -27.8% | -18.2% |
| 3Y | +20.3% | +65.3% | -45.1% | -11.3% |
| 5Y | +19.9% | +78.7% | -58.8% | -16.1% |
| All | +64.4% | +209.2% | -144.8% | -20.1% |
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