+26.2%
UNP vs VG
-46.6%
+72.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -2.3% |
| 30D | +7.3% | -3.6% | +10.9% | +7.3% |
| 3M | +3.6% | -4.0% | +7.6% | +3.6% |
| 6M | +15.8% | +9.4% | +6.5% | +14.8% |
| YTD | +32.6% | +86.6% | -54.1% | +26.3% |
| 1Y | +37.2% | +69.5% | -32.3% | +31.3% |
| All | +26.2% | -46.6% | +72.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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