+50.0%
UNP vs BEN
+42.4%
+7.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.7% | +4.7% | -5.4% | -2.2% |
| 30D | -1.1% | +2.6% | -3.7% | -2.0% |
| 3M | +7.9% | +11.5% | -3.6% | +3.8% |
| 6M | +14.6% | +35.3% | -20.7% | +3.0% |
| YTD | +26.6% | +48.6% | -22.1% | +10.0% |
| 1Y | +35.6% | +46.7% | -11.1% | +18.0% |
| 3Y | +45.5% | +57.0% | -11.5% | +20.5% |
| 5Y | +50.0% | +41.8% | +8.2% | +23.3% |
| All | +50.0% | +42.4% | +7.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling