+42.6%
UNP vs NVD
-27.4%
+70.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.5% |
| 7D | +3.6% | +15.0% | -11.4% | +3.2% |
| 30D | +11.4% | +39.3% | -27.9% | +10.6% |
| 3M | +4.6% | +3.1% | +1.5% | +4.3% |
| 6M | +18.3% | -19.0% | +37.3% | +17.8% |
| YTD | +35.4% | -35.5% | +70.9% | +33.5% |
| 1Y | +42.6% | -30.2% | +72.8% | +41.6% |
| All | +42.6% | -27.4% | +70.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling