+37.2%
UNP vs VFC
+43.0%
-5.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | +7.3% | +30.7% | -23.4% | +4.2% |
| 3M | +3.6% | +40.6% | -37.0% | -0.2% |
| 6M | +15.8% | +16.5% | -0.6% | +13.3% |
| YTD | +32.6% | +16.2% | +16.4% | +27.1% |
| 1Y | +37.2% | +42.4% | -5.2% | +27.2% |
| All | +37.2% | +43.0% | -5.8% | +27.2% |
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