+2,748.9%
UNP vs VUG
+1,251.8%
+1,497.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | +10.3% | -0.7% | +10.9% | +9.9% |
| 6M | +9.7% | +14.6% | -5.0% | -3.7% |
| YTD | +27.1% | +9.0% | +18.1% | +16.1% |
| 1Y | +32.6% | +14.9% | +17.7% | +15.3% |
| 3Y | +40.0% | +86.0% | -46.1% | -23.6% |
| 5Y | +50.8% | +76.7% | -25.9% | -17.9% |
| 10Y | +278.6% | +411.3% | -132.7% | -34.1% |
| All | +2,748.9% | +1,251.8% | +1,497.1% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling