+277.6%
UNP vs BNY
+416.3%
-138.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | -2.7% | -0.2% | -2.6% | -2.7% |
| 3M | +6.5% | +14.9% | -8.4% | -0.7% |
| 6M | +14.4% | +40.0% | -25.6% | -3.3% |
| YTD | +24.8% | +42.0% | -17.2% | +4.3% |
| 1Y | +34.4% | +56.9% | -22.4% | +6.8% |
| 3Y | +43.6% | +289.9% | -246.3% | -28.2% |
| 5Y | +53.2% | +259.2% | -206.0% | -22.7% |
| All | +277.6% | +416.3% | -138.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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