+277.6%
UNP vs BG
+166.7%
+111.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -1.8% | +3.1% | -4.9% | -2.7% |
| 30D | -2.7% | +10.2% | -13.0% | -5.5% |
| 3M | +6.5% | -1.7% | +8.2% | +6.5% |
| 6M | +14.4% | +1.0% | +13.4% | +13.1% |
| YTD | +24.8% | +39.9% | -15.1% | +12.1% |
| 1Y | +34.4% | +53.2% | -18.8% | +16.8% |
| 3Y | +43.6% | +16.3% | +27.3% | +33.2% |
| 5Y | +53.2% | +83.9% | -30.6% | +18.0% |
| All | +277.6% | +166.7% | +111.0% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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