+139.4%
BAC vs UNP
+45.7%
+93.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | -5.3% | +6.4% | +3.7% |
| 30D | -0.4% | -1.5% | +1.2% | +0.2% |
| 3M | +16.9% | +10.3% | +6.6% | +10.6% |
| 6M | +26.6% | +9.7% | +16.9% | +19.7% |
| YTD | +15.8% | +27.1% | -11.3% | +0.1% |
| 1Y | +27.2% | +32.6% | -5.4% | +6.9% |
| All | +139.4% | +45.7% | +93.8% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling