+9,321.7%
UNP vs VMC
+3,246.6%
+6,075.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -5.3% | -4.3% | -1.0% | -3.8% |
| 30D | -1.5% | -8.2% | +6.7% | +1.5% |
| 3M | +10.3% | -7.0% | +17.3% | +12.7% |
| 6M | +9.7% | -10.8% | +20.4% | +13.5% |
| YTD | +27.1% | -7.4% | +34.5% | +29.3% |
| 1Y | +32.6% | -9.5% | +42.1% | +35.8% |
| 3Y | +40.0% | +20.5% | +19.5% | +26.9% |
| 5Y | +50.8% | +51.6% | -0.7% | +23.9% |
| 10Y | +278.6% | +150.0% | +128.6% | +145.5% |
| All | +9,321.7% | +3,246.6% | +6,075.1% | +2,760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling