+934.0%
BE vs UNP
+140.1%
+793.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.3% |
| 7D | +9.7% | -1.2% | +10.9% | +10.7% |
| 30D | +22.4% | -2.0% | +24.4% | +24.0% |
| 3M | +10.4% | +7.5% | +2.8% | +2.5% |
| 6M | +67.9% | +15.3% | +52.5% | +45.5% |
| YTD | +197.5% | +25.4% | +172.1% | +138.4% |
| 1Y | +310.6% | +35.6% | +275.0% | +203.9% |
| 3Y | +1,657.2% | +44.1% | +1,613.1% | +1,079.4% |
| 5Y | +1,218.2% | +54.0% | +1,164.2% | +711.0% |
| All | +934.0% | +140.1% | +793.9% | +301.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling