+391.8%
BAC vs UNP
+273.1%
+118.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | -0.7% | -1.1% | +0.4% | -0.2% |
| 3M | +16.9% | +7.9% | +9.1% | +10.4% |
| 6M | +29.6% | +14.6% | +15.0% | +16.2% |
| YTD | +15.3% | +26.6% | -11.3% | -3.9% |
| 1Y | +28.8% | +35.6% | -6.7% | +2.1% |
| 3Y | +136.4% | +45.5% | +90.9% | +75.3% |
| 5Y | +72.9% | +50.0% | +22.9% | +21.2% |
| 10Y | +391.8% | +271.8% | +119.9% | +82.6% |
| All | +391.8% | +273.1% | +118.7% | +82.6% |
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