+1,091.0%
BAC vs UNP
+9,939.8%
-8,848.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.8% |
| 7D | +2.0% | -3.3% | +5.2% | +4.2% |
| 30D | -6.9% | +6.7% | -13.6% | -10.8% |
| 3M | -19.6% | +1.8% | -21.4% | -20.9% |
| 6M | -0.5% | +13.3% | -13.8% | -9.2% |
| YTD | -6.6% | +30.3% | -37.0% | -22.8% |
| 1Y | -3.0% | +36.9% | -39.9% | -22.3% |
| 3Y | +97.3% | +50.9% | +46.4% | +46.5% |
| 5Y | +21.9% | +37.9% | -16.1% | -6.2% |
| 10Y | +251.7% | +293.8% | -42.1% | +37.4% |
| All | +1,091.0% | +9,939.8% | -8,848.8% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling