+35.6%
UNP vs VFC
-14.7%
+50.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.9% |
| 30D | -2.0% | -14.0% | +12.0% | -0.9% |
| 3M | +7.5% | -22.6% | +30.1% | +9.2% |
| 6M | +15.3% | -24.7% | +40.1% | +15.9% |
| YTD | +25.4% | -29.0% | +54.4% | +27.2% |
| 1Y | +35.6% | -13.8% | +49.4% | +36.4% |
| All | +35.6% | -14.7% | +50.4% | +36.4% |
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