+293.8%
UNP vs VT
+223.7%
+70.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | 0.0% |
| 7D | -3.3% | +0.4% | -3.6% | -3.6% |
| 30D | +6.7% | -2.6% | +9.3% | +9.1% |
| 3M | +1.8% | -3.2% | +5.0% | +4.6% |
| 6M | +13.3% | +0.9% | +12.4% | +11.3% |
| YTD | +30.3% | +11.3% | +19.0% | +16.3% |
| 1Y | +36.9% | +14.0% | +22.9% | +19.3% |
| 3Y | +50.9% | +75.8% | -24.9% | -14.8% |
| 5Y | +37.9% | +57.8% | -19.9% | -13.8% |
| 10Y | +293.8% | +219.8% | +74.0% | +21.5% |
| All | +293.8% | +223.7% | +70.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling