+26.6%
BA vs UNP
+293.6%
-267.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.3% |
| 7D | 0.0% | -0.9% | +1.0% | +0.6% |
| 30D | -8.9% | +8.0% | -16.9% | -14.1% |
| 3M | -25.5% | +3.3% | -28.9% | -27.8% |
| 6M | -27.0% | +14.7% | -41.7% | -35.3% |
| YTD | -20.1% | +31.9% | -52.1% | -37.0% |
| 1Y | -11.0% | +37.1% | -48.1% | -31.9% |
| 3Y | -11.8% | +51.9% | -63.7% | -39.9% |
| 5Y | -20.6% | +39.3% | -60.0% | -43.6% |
| 10Y | +26.6% | +284.1% | -257.5% | -52.1% |
| All | +26.6% | +293.6% | -267.0% | -52.1% |
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