+9,321.7%
UNP vs VSH
+1,674.8%
+7,646.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.7% |
| 7D | -5.3% | +4.1% | -9.4% | -6.1% |
| 30D | -1.5% | -4.2% | +2.6% | -1.1% |
| 3M | +10.3% | -50.0% | +60.2% | +22.7% |
| 6M | +9.7% | +80.2% | -70.5% | -6.1% |
| YTD | +27.1% | +121.1% | -94.0% | +4.1% |
| 1Y | +32.6% | +112.0% | -79.4% | +8.8% |
| 3Y | +40.0% | +22.5% | +17.5% | +23.9% |
| 5Y | +50.8% | +64.0% | -13.2% | +24.5% |
| 10Y | +278.6% | +170.4% | +108.3% | +178.7% |
| All | +9,321.7% | +1,674.8% | +7,646.9% | +4,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling