+271.8%
UNP vs B
+186.6%
+85.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | -0.7% | +2.3% | -3.1% | -0.9% |
| 30D | -1.1% | +1.4% | -2.5% | -1.3% |
| 3M | +7.9% | +12.2% | -4.3% | +7.1% |
| 6M | +14.6% | -2.1% | +16.8% | +14.4% |
| YTD | +26.6% | +2.9% | +23.6% | +25.7% |
| 1Y | +35.6% | +55.3% | -19.7% | +31.0% |
| 3Y | +45.5% | +198.7% | -153.2% | +34.0% |
| 5Y | +50.0% | +153.8% | -103.8% | +38.2% |
| 10Y | +271.8% | +193.4% | +78.4% | +252.7% |
| All | +271.8% | +186.6% | +85.3% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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