+282.5%
UNP vs VLO
+919.7%
-637.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -1.7% | +6.2% | -8.0% | -3.3% |
| 30D | -2.1% | +23.5% | -25.6% | -7.3% |
| 3M | +5.4% | +53.9% | -48.4% | -5.9% |
| 6M | +13.4% | +81.7% | -68.3% | -4.0% |
| YTD | +25.0% | +142.5% | -117.5% | -2.5% |
| 1Y | +34.6% | +145.4% | -110.9% | +4.2% |
| 3Y | +43.6% | +197.3% | -153.7% | +3.0% |
| 5Y | +51.7% | +614.6% | -562.9% | -20.1% |
| 10Y | +282.5% | +938.9% | -656.3% | +70.0% |
| All | +282.5% | +919.7% | -637.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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