+911.5%
BE vs UNP
+143.3%
+768.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +20.0% | -5.3% | +25.3% | +24.9% |
| 30D | +7.9% | -1.5% | +9.5% | +9.0% |
| 3M | -13.2% | +10.3% | -23.5% | -21.1% |
| 6M | +53.5% | +9.7% | +43.8% | +39.2% |
| YTD | +191.0% | +27.1% | +163.9% | +131.0% |
| 1Y | +360.5% | +32.6% | +327.9% | +248.1% |
| 3Y | +1,568.0% | +40.0% | +1,528.0% | +1,052.9% |
| 5Y | +1,055.2% | +50.8% | +1,004.3% | +627.1% |
| All | +911.5% | +143.3% | +768.2% | +289.0% |
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 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