+1,160.1%
UNP vs VCIT
+98.3%
+1,061.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | -0.8% | -0.8% | -1.4% |
| 3M | +10.3% | -1.0% | +11.3% | +10.5% |
| 6M | +9.7% | -1.8% | +11.5% | +10.2% |
| YTD | +27.1% | -0.7% | +27.8% | +27.3% |
| 1Y | +32.6% | +1.0% | +31.6% | +32.3% |
| 3Y | +40.0% | +18.8% | +21.1% | +34.7% |
| 5Y | +50.8% | +3.5% | +47.4% | +43.5% |
| 10Y | +278.6% | +29.2% | +249.4% | +289.1% |
| All | +1,160.1% | +98.3% | +1,061.8% | +1,736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling