+1,282.1%
UNP vs VIVK
-100.0%
+1,382.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | -0.7% | +13.1% | -13.8% | -0.8% |
| 30D | -1.1% | -29.7% | +28.5% | -1.1% |
| 3M | +7.9% | -93.0% | +100.8% | +7.9% |
| 6M | +14.6% | -98.0% | +112.6% | +14.7% |
| YTD | +26.6% | -97.8% | +124.3% | +26.7% |
| 1Y | +35.6% | -100.0% | +135.5% | +35.8% |
| 3Y | +45.5% | -100.0% | +145.5% | +45.7% |
| 5Y | +50.0% | -100.0% | +150.0% | +50.2% |
| 10Y | +271.8% | -100.0% | +371.8% | +273.7% |
| All | +1,282.1% | -100.0% | +1,382.1% | +1,345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling