+278.9%
UNP vs VUG
+398.3%
-119.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +4.2% | +2.5% | +1.7% | +2.7% |
| 30D | +5.6% | -6.3% | +11.9% | +9.4% |
| 3M | +2.0% | -6.0% | +8.1% | +5.3% |
| 6M | +15.4% | -3.5% | +19.0% | +16.5% |
| YTD | +32.7% | +3.9% | +28.8% | +27.4% |
| 1Y | +39.4% | +5.1% | +34.3% | +32.7% |
| 3Y | +54.3% | +77.9% | -23.6% | +0.9% |
| 5Y | +39.6% | +62.4% | -22.8% | -4.3% |
| All | +278.9% | +398.3% | -119.4% | -3.2% |
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