+1,216.9%
VST vs UNP
+271.1%
+945.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | -5.3% | +14.3% | +11.4% |
| 30D | +6.2% | -1.5% | +7.8% | +6.8% |
| 3M | -2.7% | +10.3% | -13.0% | -7.3% |
| 6M | -8.4% | +9.7% | -18.0% | -12.9% |
| YTD | -7.2% | +27.1% | -34.3% | -17.6% |
| 1Y | -20.9% | +32.6% | -53.5% | -31.4% |
| 3Y | +384.0% | +40.0% | +344.0% | +302.9% |
| 5Y | +757.1% | +50.8% | +706.2% | +572.7% |
| All | +1,216.9% | +271.1% | +945.7% | +676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling