+641.9%
VST vs UNP
+40.3%
+601.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +10.9% | -2.1% | +13.0% | +11.6% |
| 30D | -15.6% | +7.3% | -22.9% | -17.6% |
| 3M | -7.8% | +3.6% | -11.4% | -9.1% |
| 6M | -12.0% | +15.8% | -27.8% | -16.9% |
| YTD | -16.9% | +32.6% | -49.5% | -25.7% |
| 1Y | -25.1% | +37.2% | -62.3% | -34.0% |
| 3Y | +297.1% | +52.6% | +244.4% | +229.6% |
| 5Y | +641.9% | +40.6% | +601.3% | +509.2% |
| All | +641.9% | +40.3% | +601.6% | +509.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling