+47.7%
UNP vs BTDR
+19.6%
+28.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.5% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | -2.7% | +32.6% | -35.3% | -3.1% |
| 3M | +6.5% | -32.2% | +38.7% | +6.8% |
| 6M | +14.4% | +52.4% | -38.0% | +13.1% |
| YTD | +24.8% | +6.7% | +18.1% | +23.8% |
| 1Y | +34.4% | -15.2% | +49.7% | +33.3% |
| 3Y | +43.6% | +14.9% | +28.7% | +38.2% |
| 5Y | +53.2% | +20.8% | +32.4% | +49.5% |
| All | +47.7% | +19.6% | +28.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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