+1,104.7%
UNP vs VT
+345.0%
+759.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | +0.3% |
| 7D | -1.3% | -4.2% | +2.9% | +2.5% |
| 30D | +7.7% | -5.8% | +13.5% | +13.6% |
| 3M | +1.3% | -5.2% | +6.5% | +6.1% |
| 6M | +14.0% | +0.1% | +13.8% | +12.7% |
| YTD | +30.8% | +8.2% | +22.5% | +19.9% |
| 1Y | +40.0% | +10.1% | +29.8% | +26.1% |
| 3Y | +50.1% | +69.7% | -19.6% | -10.7% |
| 5Y | +39.6% | +53.4% | -13.7% | -9.7% |
| 10Y | +318.1% | +219.2% | +98.9% | +37.1% |
| All | +1,104.7% | +345.0% | +759.7% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling