+737.9%
BE vs UNP
+153.8%
+584.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.5% | +12.6% |
| 7D | +4.5% | -2.1% | +6.6% | +6.7% |
| 30D | -20.1% | +7.3% | -27.4% | -24.3% |
| 3M | -0.8% | +3.6% | -4.5% | -4.0% |
| 6M | -26.2% | +15.8% | -42.1% | -36.0% |
| YTD | +141.1% | +32.6% | +108.5% | +84.6% |
| 1Y | +64.8% | +37.2% | +27.6% | +22.3% |
| 3Y | +1,887.4% | +52.6% | +1,834.8% | +1,170.3% |
| 5Y | +518.1% | +40.6% | +477.5% | +320.0% |
| All | +737.9% | +153.8% | +584.1% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling