+282.5%
UNP vs VSH
+172.7%
+109.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -1.7% | +3.5% | -5.3% | -2.6% |
| 30D | -2.1% | -4.4% | +2.3% | -1.3% |
| 3M | +5.4% | -45.8% | +51.3% | +20.0% |
| 6M | +13.4% | +90.1% | -76.8% | -13.7% |
| YTD | +25.0% | +120.3% | -95.4% | -9.9% |
| 1Y | +34.6% | +112.2% | -77.7% | -2.9% |
| 3Y | +43.6% | +36.6% | +7.0% | +13.9% |
| 5Y | +51.7% | +67.0% | -15.3% | +7.5% |
| 10Y | +282.5% | +179.5% | +103.1% | +103.3% |
| All | +282.5% | +172.7% | +109.8% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling