+297.5%
VST vs UNP
+49.1%
+248.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.8% |
| 7D | -0.5% | -3.3% | +2.7% | +0.1% |
| 30D | -17.1% | +6.7% | -23.8% | -18.5% |
| 3M | -4.6% | +1.8% | -6.4% | -5.2% |
| 6M | -9.1% | +13.3% | -22.4% | -12.9% |
| YTD | -16.6% | +30.3% | -47.0% | -24.4% |
| 1Y | -29.5% | +36.9% | -66.4% | -37.4% |
| 3Y | +297.5% | +50.9% | +246.6% | +235.6% |
| All | +297.5% | +49.1% | +248.4% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling