+45.5%
UNP vs VMC
+22.8%
+22.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -1.1% | -9.1% | +8.0% | +1.5% |
| 3M | +7.9% | -4.1% | +12.0% | +8.7% |
| 6M | +14.6% | -5.5% | +20.2% | +15.8% |
| YTD | +26.6% | -8.9% | +35.5% | +28.5% |
| 1Y | +35.6% | -12.9% | +48.5% | +39.4% |
| 3Y | +45.5% | +22.1% | +23.4% | +33.2% |
| All | +45.5% | +22.8% | +22.7% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling