+3,674.0%
UNP vs VSAT
+1,481.5%
+2,192.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.5% |
| 7D | -2.1% | +12.5% | -14.6% | -3.5% |
| 30D | +7.3% | +11.0% | -3.7% | +5.5% |
| 3M | +3.6% | -11.1% | +14.8% | +4.0% |
| 6M | +15.8% | +2.8% | +13.0% | +12.8% |
| YTD | +32.6% | +118.0% | -85.4% | +17.0% |
| 1Y | +37.2% | +97.1% | -59.9% | +22.0% |
| 3Y | +52.6% | +296.8% | -244.2% | +14.5% |
| 5Y | +40.6% | +38.7% | +1.9% | +14.9% |
| 10Y | +288.4% | -7.4% | +295.9% | +219.1% |
| All | +3,674.0% | +1,481.5% | +2,192.5% | +2,228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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