+1,772.2%
UNP vs VIG
+623.5%
+1,148.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | -5.3% | -0.4% | -4.9% | -4.9% |
| 30D | -1.5% | -1.0% | -0.6% | -0.5% |
| 3M | +10.3% | +2.8% | +7.5% | +6.8% |
| 6M | +9.7% | +8.2% | +1.5% | 0.0% |
| YTD | +27.1% | +11.0% | +16.1% | +12.5% |
| 1Y | +32.6% | +16.1% | +16.4% | +11.3% |
| 3Y | +40.0% | +56.2% | -16.2% | -16.7% |
| 5Y | +50.8% | +63.0% | -12.1% | -15.2% |
| 10Y | +278.6% | +241.4% | +37.2% | -10.8% |
| All | +1,772.2% | +623.5% | +1,148.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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