+40.4%
UNP vs VSH
+46.9%
-6.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.3% |
| 7D | +2.1% | +26.2% | -24.1% | -1.1% |
| 30D | +7.7% | -12.5% | +20.2% | +8.9% |
| 3M | +4.0% | -16.9% | +21.0% | +5.4% |
| 6M | +15.7% | -17.0% | +32.6% | +12.1% |
| YTD | +33.5% | +93.8% | -60.3% | +6.5% |
| 1Y | +38.9% | +99.3% | -60.4% | +9.9% |
| 3Y | +53.7% | +35.0% | +18.7% | +27.6% |
| 5Y | +40.4% | +45.8% | -5.4% | +8.6% |
| All | +40.4% | +46.9% | -6.4% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling