+9,728.0%
UNP vs VMC
+3,530.3%
+6,197.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -2.1% | -4.3% | +2.2% | -0.5% |
| 30D | +7.3% | +16.2% | -8.9% | +1.4% |
| 3M | +3.6% | -0.8% | +4.5% | +3.6% |
| 6M | +15.8% | +1.2% | +14.7% | +14.4% |
| YTD | +32.6% | +0.5% | +32.1% | +30.6% |
| 1Y | +37.2% | -2.9% | +40.1% | +36.8% |
| 3Y | +52.6% | +37.3% | +15.3% | +31.8% |
| 5Y | +40.6% | +48.8% | -8.2% | +16.3% |
| 10Y | +288.4% | +131.4% | +157.0% | +158.8% |
| All | +9,728.0% | +3,530.3% | +6,197.7% | +2,790.5% |
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