+38.1%
UNP vs NVD
-99.1%
+137.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.5% |
| 7D | -1.2% | +9.0% | -10.2% | -1.0% |
| 30D | -2.0% | -5.5% | +3.5% | -2.0% |
| 3M | +7.5% | -24.6% | +32.1% | +7.1% |
| 6M | +15.3% | -42.1% | +57.4% | +14.2% |
| YTD | +25.4% | -44.3% | +69.7% | +24.2% |
| 1Y | +35.6% | -54.2% | +89.8% | +33.8% |
| 3Y | +44.1% | -99.1% | +143.3% | +29.5% |
| All | +38.1% | -99.1% | +137.2% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling