+282.5%
UNP vs VUG
+410.7%
-128.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.1% | -1.7% | -0.4% | -1.2% |
| 3M | +5.4% | +2.8% | +2.6% | +3.2% |
| 6M | +13.4% | +13.6% | -0.2% | +3.8% |
| YTD | +25.0% | +8.1% | +16.9% | +17.8% |
| 1Y | +34.6% | +13.1% | +21.5% | +22.9% |
| 3Y | +43.6% | +87.0% | -43.3% | -8.6% |
| 5Y | +51.7% | +76.0% | -24.2% | -1.5% |
| 10Y | +282.5% | +420.5% | -138.0% | -3.5% |
| All | +282.5% | +410.7% | -128.1% | -3.5% |
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