+282.5%
UNP vs VFC
-69.4%
+351.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -2.1% | -13.4% | +11.2% | +0.9% |
| 3M | +5.4% | -23.7% | +29.1% | +10.9% |
| 6M | +13.4% | -24.5% | +37.8% | +18.6% |
| YTD | +25.0% | -27.8% | +52.8% | +31.8% |
| 1Y | +34.6% | -13.5% | +48.0% | +34.5% |
| 3Y | +43.6% | -27.1% | +70.7% | +33.4% |
| 5Y | +51.7% | -79.0% | +130.7% | +115.0% |
| 10Y | +282.5% | -68.7% | +351.3% | +360.8% |
| All | +282.5% | -69.4% | +351.9% | +360.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling