+277.6%
UNP vs BRO
+294.2%
-16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.8% | -7.3% | +5.5% | +1.6% |
| 30D | -2.7% | -6.9% | +4.1% | +0.3% |
| 3M | +6.5% | +10.7% | -4.2% | +0.6% |
| 6M | +14.4% | -2.7% | +17.1% | +14.2% |
| YTD | +24.8% | -16.3% | +41.1% | +33.4% |
| 1Y | +34.4% | -29.1% | +63.5% | +55.6% |
| 3Y | +43.6% | -7.8% | +51.4% | +40.4% |
| 5Y | +53.2% | +18.7% | +34.5% | +23.6% |
| All | +277.6% | +294.2% | -16.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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