+156.8%
BITO vs UNP
+43.0%
+113.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | +21.4% | -2.7% | +24.1% | +22.3% |
| 3M | +20.5% | +6.5% | +14.0% | +18.5% |
| 6M | +7.4% | +14.4% | -7.0% | +3.0% |
| YTD | -13.9% | +24.8% | -38.7% | -19.8% |
| 1Y | -35.1% | +34.4% | -69.5% | -41.3% |
| 3Y | +156.8% | +43.6% | +113.2% | +129.0% |
| All | +156.8% | +43.0% | +113.9% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling