+3,356.5%
UNP vs BG
+1,185.2%
+2,171.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.5% |
| 30D | -1.1% | +15.0% | -16.2% | -5.2% |
| 3M | +7.9% | -0.7% | +8.5% | +7.5% |
| 6M | +14.6% | +7.5% | +7.1% | +11.2% |
| YTD | +26.6% | +41.6% | -15.0% | +13.2% |
| 1Y | +35.6% | +50.7% | -15.1% | +18.3% |
| 3Y | +45.5% | +20.3% | +25.2% | +33.0% |
| 5Y | +50.0% | +85.2% | -35.2% | +17.4% |
| 10Y | +271.8% | +160.6% | +111.2% | +147.5% |
| All | +3,356.5% | +1,185.2% | +2,171.2% | +1,752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling