+21.2%
UNP vs VG
-51.4%
+72.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.6% | -22.0% | +17.5% | -3.8% |
| 30D | +5.6% | -11.6% | +17.3% | +5.9% |
| 3M | -1.3% | -14.9% | +13.6% | -1.0% |
| 6M | +9.2% | -3.5% | +12.8% | +8.7% |
| YTD | +27.3% | +70.0% | -42.6% | +21.7% |
| 1Y | +35.9% | +50.0% | -14.1% | +30.6% |
| All | +21.2% | -51.4% | +72.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling