+278.9%
UNP vs BLDR
+479.0%
-200.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +4.2% | -3.0% | +7.2% | +4.9% |
| 30D | +5.6% | +20.1% | -14.5% | +0.8% |
| 3M | +2.0% | -17.5% | +19.5% | +5.8% |
| 6M | +15.4% | -16.1% | +31.5% | +17.9% |
| YTD | +32.7% | -41.0% | +73.7% | +45.9% |
| 1Y | +39.4% | -41.6% | +81.0% | +53.3% |
| 3Y | +54.3% | -50.8% | +105.1% | +68.4% |
| 5Y | +39.6% | -10.8% | +50.4% | +23.8% |
| All | +278.9% | +479.0% | -200.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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