+49.4%
UNP vs VSXY
+42.7%
+6.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | -0.7% | -6.8% | +6.0% | -0.3% |
| 30D | -1.1% | -20.4% | +19.2% | +0.6% |
| 3M | +7.9% | +2.9% | +5.0% | +7.1% |
| 6M | +14.6% | +67.9% | -53.3% | +7.6% |
| YTD | +26.6% | +44.9% | -18.3% | +20.0% |
| 1Y | +35.6% | +205.9% | -170.4% | +18.3% |
| 3Y | +45.5% | +373.9% | -328.4% | +14.7% |
| 5Y | +50.0% | +23.5% | +26.5% | +31.5% |
| All | +49.4% | +42.7% | +6.7% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling