+298.3%
UNP vs VCIT
+28.8%
+269.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +5.6% | +1.9% | +3.7% | +4.5% |
| 3M | -1.3% | -1.4% | +0.1% | -0.5% |
| 6M | +9.2% | -2.1% | +11.4% | +10.5% |
| YTD | +27.3% | -1.6% | +29.0% | +28.5% |
| 1Y | +35.9% | -0.9% | +36.8% | +36.6% |
| 3Y | +45.5% | +20.0% | +25.5% | +31.9% |
| 5Y | +36.0% | +3.1% | +32.8% | +29.2% |
| All | +298.3% | +28.8% | +269.5% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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