+28.8%
BAC vs UNP
+34.3%
-5.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +16.9% | +7.9% | +9.1% | +14.2% |
| 6M | +29.6% | +14.6% | +15.0% | +24.0% |
| YTD | +15.3% | +26.6% | -11.3% | +5.5% |
| 1Y | +28.8% | +35.6% | -6.7% | +15.7% |
| All | +28.8% | +34.3% | -5.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling