+51.7%
UNP vs VMC
+48.3%
+3.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.1% |
| 7D | -1.7% | -5.3% | +3.6% | +0.2% |
| 30D | -2.1% | -12.3% | +10.1% | +2.5% |
| 3M | +5.4% | -10.3% | +15.7% | +9.1% |
| 6M | +13.4% | -8.6% | +21.9% | +16.2% |
| YTD | +25.0% | -11.9% | +36.8% | +29.1% |
| 1Y | +34.6% | -13.9% | +48.5% | +40.1% |
| 3Y | +43.6% | +18.2% | +25.5% | +28.3% |
| 5Y | +51.7% | +47.7% | +4.0% | +18.9% |
| All | +51.7% | +48.3% | +3.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling