+298.3%
UNP vs VT
+215.5%
+82.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -4.6% | -2.3% | -2.2% | -2.5% |
| 30D | +5.6% | -5.0% | +10.6% | +10.4% |
| 3M | -1.3% | -4.9% | +3.6% | +2.9% |
| 6M | +9.2% | -1.5% | +10.8% | +9.7% |
| YTD | +27.3% | +8.5% | +18.9% | +16.3% |
| 1Y | +35.9% | +11.4% | +24.5% | +20.9% |
| 3Y | +45.5% | +70.1% | -24.6% | -15.3% |
| 5Y | +36.0% | +53.7% | -17.7% | -13.0% |
| All | +298.3% | +215.5% | +82.7% | +27.1% |
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