+288.4%
UNP vs VUG
+405.4%
-116.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.5% |
| 7D | -2.1% | -1.1% | -1.0% | -1.5% |
| 30D | +7.3% | -7.0% | +14.3% | +11.6% |
| 3M | +3.6% | -3.7% | +7.3% | +5.4% |
| 6M | +15.8% | -1.6% | +17.5% | +15.6% |
| YTD | +32.6% | +5.1% | +27.4% | +26.4% |
| 1Y | +37.2% | +3.8% | +33.5% | +31.8% |
| 3Y | +52.6% | +79.9% | -27.3% | -0.9% |
| 5Y | +40.6% | +66.4% | -25.8% | -5.3% |
| 10Y | +288.4% | +405.3% | -116.8% | +2.2% |
| All | +288.4% | +405.4% | -116.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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