+22.6%
VZ vs UNP
+40.3%
-17.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | +8.9% | +7.3% | +1.6% | +7.1% |
| 3M | +0.1% | +3.6% | -3.5% | -0.8% |
| 6M | +1.9% | +15.8% | -13.9% | -2.0% |
| YTD | +22.0% | +32.6% | -10.6% | +13.4% |
| 1Y | +22.1% | +37.2% | -15.1% | +12.6% |
| 3Y | +58.7% | +52.6% | +6.1% | +41.8% |
| All | +22.6% | +40.3% | -17.7% | +10.0% |
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 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