+284.1%
UNP vs BIL
+25.7%
+258.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.8% |
| 30D | +8.0% | 0.0% | +8.0% | +7.9% |
| 3M | +3.3% | +0.6% | +2.7% | +3.7% |
| 6M | +14.7% | +1.5% | +13.2% | +16.0% |
| YTD | +31.9% | +2.8% | +29.1% | +35.0% |
| 1Y | +37.1% | +3.3% | +33.8% | +41.0% |
| 3Y | +51.9% | +13.4% | +38.4% | +69.5% |
| 5Y | +39.3% | +19.8% | +19.5% | +72.2% |
| 10Y | +284.1% | +25.7% | +258.4% | +337.9% |
| All | +284.1% | +25.7% | +258.4% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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