+23.6%
VRT vs UNP
+38.9%
-15.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +10.5% | +4.2% | +6.3% | +9.9% |
| 30D | -9.3% | +5.6% | -14.9% | -9.8% |
| 3M | -29.6% | +2.0% | -31.6% | -29.6% |
| 6M | -45.4% | +15.4% | -60.8% | -47.2% |
| YTD | +24.8% | +32.7% | -7.9% | +19.4% |
| 1Y | +23.6% | +39.4% | -15.8% | +18.4% |
| All | +23.6% | +38.9% | -15.2% | +18.4% |
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