+2,570.5%
UNP vs VWO
+324.1%
+2,246.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.1% | +0.9% | -3.0% | -2.7% |
| 3M | +5.4% | +4.3% | +1.2% | +2.4% |
| 6M | +13.4% | +10.5% | +2.8% | +5.7% |
| YTD | +25.0% | +13.4% | +11.6% | +14.6% |
| 1Y | +34.6% | +18.6% | +16.0% | +19.8% |
| 3Y | +43.6% | +65.8% | -22.2% | +2.9% |
| 5Y | +51.7% | +35.2% | +16.5% | +21.6% |
| 10Y | +282.5% | +116.6% | +165.9% | +126.8% |
| All | +2,570.5% | +324.1% | +2,246.3% | +886.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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