+32.6%
UNP vs VIVK
-100.0%
+132.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.3% | +12.5% | +0.2% |
| 7D | -5.3% | -1.4% | -4.0% | -5.4% |
| 30D | -1.5% | -43.6% | +42.1% | -1.3% |
| 3M | +10.3% | -95.1% | +105.4% | +11.3% |
| 6M | +9.7% | -98.2% | +107.9% | +11.0% |
| YTD | +27.1% | -97.9% | +125.0% | +28.1% |
| 1Y | +32.6% | -100.0% | +132.5% | +32.5% |
| All | +32.6% | -100.0% | +132.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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