+284.1%
UNP vs VXUS
+140.9%
+143.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | +8.0% | -2.5% | +10.6% | +10.2% |
| 3M | +3.3% | -4.6% | +8.0% | +7.1% |
| 6M | +14.7% | -2.6% | +17.3% | +15.9% |
| YTD | +31.9% | +10.4% | +21.5% | +18.4% |
| 1Y | +37.1% | +12.9% | +24.2% | +20.6% |
| 3Y | +51.9% | +68.4% | -16.5% | -8.9% |
| 5Y | +39.3% | +47.7% | -8.4% | -5.8% |
| 10Y | +284.1% | +142.2% | +141.9% | +70.1% |
| All | +284.1% | +140.9% | +143.2% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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