+1,215.9%
UNP vs VCLT
+98.6%
+1,117.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.2% | -2.3% | +6.5% | +4.4% |
| 30D | +5.6% | +0.8% | +4.8% | +5.5% |
| 3M | +2.0% | -2.7% | +4.7% | +2.2% |
| 6M | +15.4% | -4.3% | +19.7% | +15.8% |
| YTD | +32.7% | -4.3% | +37.0% | +33.1% |
| 1Y | +39.4% | -4.4% | +43.8% | +39.9% |
| 3Y | +54.3% | +13.8% | +40.5% | +53.5% |
| 5Y | +39.6% | -17.0% | +56.6% | +36.6% |
| 10Y | +288.9% | +20.9% | +267.9% | +324.4% |
| All | +1,215.9% | +98.6% | +1,117.3% | +1,766.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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