+1,301.8%
UNP vs VRSK
+585.1%
+716.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.2% | -7.7% | +6.6% | +1.9% |
| 30D | -2.0% | -2.8% | +0.9% | -1.1% |
| 3M | +7.5% | -3.7% | +11.2% | +8.2% |
| 6M | +15.3% | -12.8% | +28.1% | +19.8% |
| YTD | +25.4% | -21.0% | +46.4% | +34.8% |
| 1Y | +35.6% | -32.5% | +68.1% | +55.6% |
| 3Y | +44.1% | -26.5% | +70.7% | +55.5% |
| 5Y | +54.0% | -11.5% | +65.5% | +48.7% |
| 10Y | +283.9% | +125.7% | +158.2% | +138.5% |
| All | +1,301.8% | +585.1% | +716.7% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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