+1,164.9%
VST vs UNP
+286.3%
+878.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +6.6% | +4.2% | +2.3% | +4.8% |
| 30D | -12.4% | +5.6% | -18.0% | -14.7% |
| 3M | -9.0% | +2.0% | -11.0% | -10.3% |
| 6M | -6.4% | +15.4% | -21.9% | -13.3% |
| YTD | -17.2% | +32.7% | -49.9% | -28.4% |
| 1Y | -22.0% | +39.4% | -61.5% | -34.2% |
| 3Y | +296.7% | +54.3% | +242.4% | +213.5% |
| 5Y | +637.6% | +39.6% | +598.0% | +498.2% |
| All | +1,164.9% | +286.3% | +878.6% | +611.3% |
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