+2,892.3%
UNP vs VUG
+1,200.5%
+1,691.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +2.1% | +4.4% | -2.3% | -1.5% |
| 30D | +7.7% | -7.3% | +15.1% | +14.1% |
| 3M | +4.0% | -4.2% | +8.3% | +7.0% |
| 6M | +15.7% | -1.6% | +17.2% | +15.1% |
| YTD | +33.5% | +4.9% | +28.6% | +25.0% |
| 1Y | +38.9% | +3.8% | +35.1% | +31.0% |
| 3Y | +53.7% | +79.4% | -25.8% | -13.9% |
| 5Y | +40.4% | +63.9% | -23.5% | -18.6% |
| 10Y | +291.1% | +404.0% | -112.9% | -32.0% |
| All | +2,892.3% | +1,200.5% | +1,691.8% | +104.4% |
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