+277.6%
UNP vs BB
+1.6%
+276.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -2.7% | -12.5% | +9.8% | -1.7% |
| 3M | +6.5% | -17.4% | +23.9% | +7.5% |
| 6M | +14.4% | +119.1% | -104.8% | +5.0% |
| YTD | +24.8% | +102.4% | -77.6% | +15.3% |
| 1Y | +34.4% | +98.2% | -63.8% | +24.0% |
| 3Y | +43.6% | +46.9% | -3.4% | +32.3% |
| 5Y | +53.2% | -26.4% | +79.6% | +46.2% |
| All | +277.6% | +1.6% | +276.0% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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