+99.1%
V vs UNP
+35.3%
+63.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +2.2% | -4.6% | +6.7% | +3.9% |
| 30D | +13.6% | +5.6% | +7.9% | +11.4% |
| 3M | +14.3% | -1.3% | +15.6% | +14.8% |
| 6M | +33.1% | +9.2% | +23.9% | +28.5% |
| YTD | +21.2% | +27.3% | -6.1% | +9.8% |
| 1Y | +26.4% | +35.9% | -9.5% | +11.5% |
| 3Y | +77.6% | +45.5% | +32.1% | +51.1% |
| All | +99.1% | +35.3% | +63.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling