+34.4%
UNP vs VSXY
+184.3%
-149.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.7% | -18.7% | +15.9% | -2.6% |
| 3M | +6.5% | -4.0% | +10.5% | +6.4% |
| 6M | +14.4% | +67.5% | -53.1% | +12.3% |
| YTD | +24.8% | +39.7% | -14.8% | +23.4% |
| 1Y | +34.4% | +180.0% | -145.6% | +30.9% |
| All | +34.4% | +184.3% | -149.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling