+28.1%
BA vs UNP
+321.0%
-292.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -2.3% |
| 7D | -1.7% | -3.3% | +1.5% | +0.5% |
| 30D | -9.5% | +6.7% | -16.2% | -13.9% |
| 3M | -26.5% | +1.8% | -28.3% | -27.9% |
| 6M | -27.4% | +13.3% | -40.7% | -35.1% |
| YTD | -20.6% | +30.3% | -50.9% | -36.8% |
| 1Y | -11.4% | +36.9% | -48.4% | -32.2% |
| 3Y | -10.8% | +50.9% | -61.8% | -39.0% |
| 5Y | -21.9% | +37.9% | -59.9% | -44.1% |
| 10Y | +28.1% | +293.8% | -265.6% | -52.1% |
| All | +28.1% | +321.0% | -292.8% | -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