-34.9%
VST vs UNP
+44.1%
-79.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -13.6% |
| 7D | -15.7% | +3.6% | -19.3% | -15.3% |
| 30D | -17.0% | +11.4% | -28.3% | -16.1% |
| 3M | -15.9% | +4.6% | -20.5% | -15.0% |
| 6M | -25.0% | +18.3% | -43.3% | -25.1% |
| YTD | -25.1% | +35.4% | -60.5% | -27.5% |
| 1Y | -34.9% | +42.6% | -77.5% | -36.4% |
| All | -34.9% | +44.1% | -79.0% | -36.4% |
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