+1,360.6%
UNP vs BIL
+30.4%
+1,330.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | -4.6% | -0.3% | -4.3% | -5.4% |
| 30D | +5.6% | 0.0% | +5.6% | +5.6% |
| 3M | -1.3% | +0.3% | -1.6% | -0.3% |
| 6M | +9.2% | +1.2% | +8.0% | +13.8% |
| YTD | +27.3% | +2.5% | +24.9% | +38.1% |
| 1Y | +35.9% | +3.0% | +32.9% | +50.3% |
| 3Y | +45.5% | +13.2% | +32.3% | +121.0% |
| 5Y | +36.0% | +19.4% | +16.5% | +150.9% |
| 10Y | +307.2% | +25.2% | +282.0% | +788.9% |
| All | +1,360.6% | +30.4% | +1,330.3% | +2,846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling