+13.8%
VRT vs UNP
+44.1%
-30.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -12.9% |
| 7D | -15.4% | +3.6% | -19.0% | -15.6% |
| 30D | -19.0% | +11.4% | -30.3% | -20.1% |
| 3M | -23.8% | +4.6% | -28.4% | -24.1% |
| 6M | -37.9% | +18.3% | -56.2% | -40.1% |
| YTD | +27.0% | +35.4% | -8.4% | +21.1% |
| 1Y | +13.8% | +42.6% | -28.8% | +7.1% |
| All | +13.8% | +44.1% | -30.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling