+54.0%
UNP vs BG
+88.4%
-34.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | -2.0% | +12.3% | -14.3% | -4.1% |
| 3M | +7.5% | -2.2% | +9.7% | +7.7% |
| 6M | +15.3% | +5.3% | +10.0% | +13.7% |
| YTD | +25.4% | +42.4% | -17.0% | +16.4% |
| 1Y | +35.6% | +55.2% | -19.6% | +23.2% |
| 3Y | +44.1% | +21.0% | +23.2% | +36.2% |
| 5Y | +54.0% | +87.1% | -33.2% | +25.9% |
| All | +54.0% | +88.4% | -34.4% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling