+1,376.8%
BAC vs UNP
+9,690.0%
-8,313.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.1% | -5.3% | +6.4% | +4.6% |
| 30D | -0.4% | -1.5% | +1.2% | +0.4% |
| 3M | +16.9% | +10.3% | +6.6% | +9.1% |
| 6M | +26.6% | +9.7% | +16.9% | +17.7% |
| YTD | +15.8% | +27.1% | -11.3% | -2.4% |
| 1Y | +27.2% | +32.6% | -5.4% | +4.1% |
| 3Y | +132.4% | +40.0% | +92.4% | +81.6% |
| 5Y | +72.6% | +50.8% | +21.7% | +25.6% |
| 10Y | +389.7% | +278.6% | +111.1% | +96.2% |
| All | +1,376.8% | +9,690.0% | -8,313.2% | +10.4% |
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