+70.6%
VZ vs UNP
+293.6%
-223.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +11.2% | +8.0% | +3.2% | +9.2% |
| 3M | 0.0% | +3.3% | -3.3% | -0.9% |
| 6M | +1.3% | +14.7% | -13.4% | -2.3% |
| YTD | +21.3% | +31.9% | -10.7% | +13.0% |
| 1Y | +23.9% | +37.1% | -13.2% | +14.4% |
| 3Y | +57.7% | +51.9% | +5.8% | +41.0% |
| 5Y | +21.2% | +39.3% | -18.1% | +9.4% |
| 10Y | +70.6% | +284.1% | -213.5% | +29.1% |
| All | +70.6% | +293.6% | -223.1% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling