+9,796.0%
UNP vs VSH
+1,455.9%
+8,340.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.5% |
| 7D | +2.1% | +26.2% | -24.1% | -2.4% |
| 30D | +7.7% | -12.5% | +20.2% | +9.2% |
| 3M | +4.0% | -16.9% | +21.0% | +5.8% |
| 6M | +15.7% | -17.0% | +32.6% | +13.8% |
| YTD | +33.5% | +93.8% | -60.3% | +10.3% |
| 1Y | +38.9% | +99.3% | -60.4% | +14.0% |
| 3Y | +53.7% | +35.0% | +18.7% | +31.4% |
| 5Y | +40.4% | +45.8% | -5.4% | +16.7% |
| 10Y | +291.1% | +127.1% | +164.0% | +192.6% |
| All | +9,796.0% | +1,455.9% | +8,340.1% | +4,739.5% |
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