+54.0%
UNP vs BTDR
+16.5%
+37.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -1.1% |
| 30D | -2.0% | +32.7% | -34.6% | -2.3% |
| 3M | +7.5% | -28.4% | +35.9% | +7.8% |
| 6M | +15.3% | +51.7% | -36.4% | +14.0% |
| YTD | +25.4% | +2.9% | +22.6% | +24.5% |
| 1Y | +35.6% | -15.5% | +51.1% | +34.5% |
| 3Y | +44.1% | 0.0% | +44.1% | +38.6% |
| 5Y | +54.0% | +16.5% | +37.5% | +48.4% |
| All | +54.0% | +16.5% | +37.5% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling