+42.6%
UNP vs VFC
+52.5%
-9.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.8% | +1.2% |
| 7D | +3.6% | +21.5% | -17.9% | +1.6% |
| 30D | +11.4% | +46.7% | -35.3% | +7.2% |
| 3M | +4.6% | +38.4% | -33.8% | +1.1% |
| 6M | +18.3% | +15.2% | +3.1% | +16.0% |
| YTD | +35.4% | +17.8% | +17.6% | +30.3% |
| 1Y | +42.6% | +55.6% | -13.0% | +33.6% |
| All | +42.6% | +52.5% | -9.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling