+45.5%
UNP vs BN
+79.0%
-33.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -0.7% | -1.2% | +0.4% | -0.4% |
| 30D | -1.1% | -10.9% | +9.8% | +2.2% |
| 3M | +7.9% | -11.1% | +18.9% | +11.5% |
| 6M | +14.6% | -4.4% | +19.0% | +15.3% |
| YTD | +26.6% | -14.1% | +40.7% | +31.3% |
| 1Y | +35.6% | -11.1% | +46.6% | +38.5% |
| 3Y | +45.5% | +75.6% | -30.1% | +20.2% |
| All | +45.5% | +79.0% | -33.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling