+71.4%
BAC vs UNP
+51.0%
+20.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | -5.3% | +6.4% | +4.0% |
| 30D | -0.4% | -1.5% | +1.2% | +0.3% |
| 3M | +16.9% | +10.3% | +6.6% | +10.4% |
| 6M | +26.6% | +9.7% | +16.9% | +19.3% |
| YTD | +15.8% | +27.1% | -11.3% | 0.0% |
| 1Y | +27.2% | +32.6% | -5.4% | +7.0% |
| 3Y | +132.4% | +40.0% | +92.4% | +87.9% |
| All | +71.4% | +51.0% | +20.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling