-28.5%
VST vs UNP
+37.2%
-65.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +7.6% |
| 7D | -0.5% | -3.3% | +2.7% | -0.8% |
| 30D | -17.1% | +6.7% | -23.8% | -16.6% |
| 3M | -4.6% | +1.8% | -6.4% | -4.1% |
| 6M | -9.1% | +13.3% | -22.4% | -9.6% |
| YTD | -16.6% | +30.3% | -47.0% | -19.8% |
| All | -28.5% | +37.2% | -65.6% | -32.0% |
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