+37.4%
UNP vs NVD
-99.1%
+136.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | +10.8% | -12.6% | -1.6% |
| 30D | -2.7% | +0.8% | -3.5% | -2.6% |
| 3M | +6.5% | -20.8% | +27.3% | +6.2% |
| 6M | +14.4% | -41.2% | +55.5% | +13.3% |
| YTD | +24.8% | -44.2% | +69.0% | +23.6% |
| 1Y | +34.4% | -54.2% | +88.6% | +32.6% |
| 3Y | +43.6% | -99.1% | +142.7% | +28.9% |
| All | +37.4% | -99.1% | +136.5% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling