+2,821.6%
UNP vs VUG
+1,192.0%
+1,629.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +0.1% |
| 7D | -3.3% | +0.5% | -3.8% | -3.8% |
| 30D | +6.7% | -8.2% | +14.9% | +13.9% |
| 3M | +1.8% | -5.4% | +7.2% | +5.8% |
| 6M | +13.3% | -2.5% | +15.9% | +13.7% |
| YTD | +30.3% | +4.2% | +26.1% | +22.7% |
| 1Y | +36.9% | +5.0% | +31.9% | +27.8% |
| 3Y | +50.9% | +81.7% | -30.8% | -16.5% |
| 5Y | +37.9% | +62.5% | -24.6% | -19.5% |
| 10Y | +293.8% | +396.3% | -102.5% | -30.5% |
| All | +2,821.6% | +1,192.0% | +1,629.7% | +100.7% |
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