-23.4%
BITO vs UNP
+44.1%
-67.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.1% |
| 7D | -1.9% | +3.6% | -5.5% | -1.4% |
| 30D | -6.7% | +11.4% | -18.1% | -5.4% |
| 3M | +23.1% | +4.6% | +18.5% | +24.5% |
| 6M | -2.0% | +18.3% | -20.3% | +0.1% |
| YTD | -11.4% | +35.4% | -46.8% | -8.0% |
| 1Y | -23.4% | +42.6% | -66.0% | -21.2% |
| All | -23.4% | +44.1% | -67.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling