+251.7%
BAC vs UNP
+321.0%
-69.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.7% |
| 7D | +2.0% | -3.3% | +5.2% | +4.3% |
| 30D | -6.9% | +6.7% | -13.6% | -11.0% |
| 3M | -19.6% | +1.8% | -21.4% | -20.9% |
| 6M | -0.5% | +13.3% | -13.8% | -9.8% |
| YTD | -6.6% | +30.3% | -37.0% | -24.0% |
| 1Y | -3.0% | +36.9% | -39.9% | -23.8% |
| 3Y | +97.3% | +50.9% | +46.4% | +41.9% |
| 5Y | +21.9% | +37.9% | -16.1% | -9.0% |
| 10Y | +251.7% | +293.8% | -42.1% | +16.3% |
| All | +251.7% | +321.0% | -69.3% | +16.3% |
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