+2,545.5%
VRT vs UNP
+130.9%
+2,414.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -8.9% |
| 7D | +2.4% | -1.7% | +4.1% | +3.4% |
| 30D | -2.7% | -2.1% | -0.6% | -1.7% |
| 3M | -9.2% | +5.4% | -14.6% | -12.2% |
| 6M | -0.5% | +13.4% | -13.9% | -7.8% |
| YTD | +62.3% | +25.0% | +37.4% | +42.4% |
| 1Y | +109.6% | +34.6% | +75.0% | +75.6% |
| 3Y | +573.1% | +43.6% | +529.4% | +433.9% |
| 5Y | +953.6% | +51.7% | +901.9% | +706.9% |
| All | +2,545.5% | +130.9% | +2,414.6% | +1,442.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling