+262.4%
VST vs UNP
+46.2%
+216.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +11.0% |
| 7D | -9.8% | -4.6% | -5.3% | -9.1% |
| 30D | -25.1% | +5.6% | -30.8% | -26.4% |
| 3M | -11.6% | -1.3% | -10.3% | -11.6% |
| 6M | -20.9% | +9.2% | -30.2% | -23.6% |
| YTD | -22.3% | +27.3% | -49.6% | -29.3% |
| 1Y | -32.0% | +35.9% | -67.9% | -39.8% |
| 3Y | +262.4% | +45.5% | +216.9% | +204.3% |
| All | +262.4% | +46.2% | +216.2% | +204.3% |
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 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