+277.6%
UNP vs VYM
+209.2%
+68.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | -2.7% | -2.2% | -0.5% | -0.4% |
| 3M | +6.5% | +3.1% | +3.4% | +3.1% |
| 6M | +14.4% | +9.7% | +4.7% | +3.6% |
| YTD | +24.8% | +14.9% | +9.9% | +7.8% |
| 1Y | +34.4% | +17.6% | +16.9% | +13.1% |
| 3Y | +43.6% | +65.3% | -21.7% | -15.8% |
| 5Y | +53.2% | +78.7% | -25.5% | -17.3% |
| All | +277.6% | +209.2% | +68.5% | +12.0% |
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