+1,769.4%
UNP vs VYM
+487.3%
+1,282.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -1.7% | -1.0% | -0.7% | -0.7% |
| 30D | -2.1% | -2.0% | -0.1% | 0.0% |
| 3M | +5.4% | +3.1% | +2.4% | +2.1% |
| 6M | +13.4% | +8.9% | +4.5% | +3.5% |
| YTD | +25.0% | +14.7% | +10.2% | +8.0% |
| 1Y | +34.6% | +19.4% | +15.2% | +11.3% |
| 3Y | +43.6% | +65.4% | -21.8% | -16.0% |
| 5Y | +51.7% | +77.6% | -25.8% | -17.8% |
| 10Y | +282.5% | +207.8% | +74.7% | +15.9% |
| All | +1,769.4% | +487.3% | +1,282.2% | +204.5% |
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