+279.5%
UNP vs BAX
-37.2%
+316.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -1.2% | -5.4% | +4.3% | +0.3% |
| 30D | -2.0% | -12.4% | +10.4% | +1.5% |
| 3M | +7.5% | +19.1% | -11.6% | +1.8% |
| 6M | +15.3% | +38.6% | -23.3% | +4.2% |
| YTD | +25.4% | +26.7% | -1.3% | +15.1% |
| 1Y | +35.6% | +1.0% | +34.6% | +31.9% |
| 3Y | +44.1% | -33.9% | +78.0% | +54.6% |
| 5Y | +54.0% | -67.0% | +121.0% | +109.8% |
| All | +279.5% | -37.2% | +316.6% | +349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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