+54.0%
UNP vs VSXY
+15.5%
+38.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.6% |
| 7D | -1.2% | -0.3% | -0.8% | -1.2% |
| 30D | -2.0% | -22.1% | +20.1% | 0.0% |
| 3M | +7.5% | -1.1% | +8.7% | +7.1% |
| 6M | +15.3% | +53.8% | -38.5% | +8.7% |
| YTD | +25.4% | +35.5% | -10.1% | +19.2% |
| 1Y | +35.6% | +186.0% | -150.4% | +17.9% |
| 3Y | +44.1% | +343.2% | -299.0% | +11.7% |
| 5Y | +54.0% | +19.0% | +35.0% | +34.3% |
| All | +54.0% | +15.5% | +38.4% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling