+373.4%
VST vs UNP
+41.0%
+332.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | -5.3% | +14.3% | +10.5% |
| 30D | +6.2% | -1.5% | +7.8% | +6.5% |
| 3M | -2.7% | +10.3% | -13.0% | -5.9% |
| 6M | -8.4% | +9.7% | -18.0% | -11.4% |
| YTD | -7.2% | +27.1% | -34.3% | -15.2% |
| 1Y | -20.9% | +32.6% | -53.5% | -29.1% |
| All | +373.4% | +41.0% | +332.4% | +297.7% |
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