+18.0%
BAC vs UNP
+35.3%
-17.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | -1.2% | -4.6% | +3.4% | +1.2% |
| 30D | -7.7% | +5.6% | -13.3% | -10.2% |
| 3M | -21.2% | -1.3% | -19.8% | -20.9% |
| 6M | -6.8% | +9.2% | -16.1% | -11.9% |
| YTD | -8.7% | +27.3% | -36.0% | -21.2% |
| 1Y | -5.3% | +35.9% | -41.2% | -21.3% |
| 3Y | +87.4% | +45.5% | +42.0% | +48.7% |
| All | +18.0% | +35.3% | -17.3% | -8.2% |
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