+9,562.1%
UNP vs VFC
+1,377.5%
+8,184.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.6% |
| 7D | -3.3% | +7.7% | -10.9% | -5.3% |
| 30D | +6.7% | +39.2% | -32.5% | -2.9% |
| 3M | +1.8% | +40.3% | -38.5% | -7.8% |
| 6M | +13.3% | +11.4% | +2.0% | +8.1% |
| YTD | +30.3% | +17.5% | +12.8% | +21.3% |
| 1Y | +36.9% | +45.9% | -8.9% | +19.2% |
| 3Y | +50.9% | +47.3% | +3.6% | +13.8% |
| 5Y | +37.9% | -67.2% | +105.1% | +62.8% |
| 10Y | +293.8% | -46.1% | +339.9% | +271.3% |
| All | +9,562.1% | +1,377.5% | +8,184.6% | +3,555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling