+54.0%
UNP vs BTG
+75.0%
-21.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -1.2% | -5.5% | +4.3% | -0.8% |
| 30D | -2.0% | +6.1% | -8.1% | -2.4% |
| 3M | +7.5% | +38.6% | -31.1% | +4.6% |
| 6M | +15.3% | +0.7% | +14.7% | +14.7% |
| YTD | +25.4% | +20.3% | +5.1% | +22.2% |
| 1Y | +35.6% | +25.0% | +10.6% | +30.9% |
| 3Y | +44.1% | +97.3% | -53.2% | +29.2% |
| 5Y | +54.0% | +78.3% | -24.4% | +40.4% |
| All | +54.0% | +75.0% | -21.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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