+288.4%
UNP vs VFC
-47.4%
+335.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +7.3% | +30.7% | -23.4% | +1.1% |
| 3M | +3.6% | +40.6% | -37.0% | -4.1% |
| 6M | +15.8% | +16.5% | -0.6% | +10.7% |
| YTD | +32.6% | +16.2% | +16.4% | +25.7% |
| 1Y | +37.2% | +42.4% | -5.2% | +23.7% |
| 3Y | +52.6% | +48.1% | +4.5% | +20.3% |
| 5Y | +40.6% | -67.8% | +108.4% | +83.3% |
| 10Y | +288.4% | -48.5% | +336.9% | +327.1% |
| All | +288.4% | -47.4% | +335.9% | +327.1% |
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