+37.9%
UNP vs VLO
+436.8%
-398.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.9% |
| 7D | -3.3% | -6.5% | +3.2% | -2.3% |
| 30D | +6.7% | -17.8% | +24.5% | +9.8% |
| 3M | +1.8% | +19.6% | -17.8% | -1.8% |
| 6M | +13.3% | +49.3% | -35.9% | +5.1% |
| YTD | +30.3% | +122.4% | -92.0% | +11.3% |
| 1Y | +36.9% | +107.4% | -70.5% | +18.4% |
| 3Y | +50.9% | +223.1% | -172.1% | +18.2% |
| 5Y | +37.9% | +432.2% | -394.3% | -0.3% |
| All | +37.9% | +436.8% | -398.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling