+278.9%
UNP vs VMC
+125.2%
+153.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +4.2% | -1.3% | +5.5% | +4.7% |
| 30D | +5.6% | +15.5% | -9.9% | -0.4% |
| 3M | +2.0% | +0.6% | +1.4% | +1.5% |
| 6M | +15.4% | +2.1% | +13.3% | +13.4% |
| YTD | +32.7% | -1.6% | +34.3% | +31.5% |
| 1Y | +39.4% | -1.2% | +40.6% | +37.9% |
| 3Y | +54.3% | +35.3% | +19.0% | +31.1% |
| 5Y | +39.6% | +43.6% | -4.0% | +13.5% |
| All | +278.9% | +125.2% | +153.7% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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