+1,054.0%
UNP vs BTG
+378.0%
+676.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | -0.7% | +4.8% | -5.6% | -1.0% |
| 30D | -1.1% | +8.3% | -9.5% | -1.6% |
| 3M | +7.9% | +32.3% | -24.4% | +6.1% |
| 6M | +14.6% | +3.0% | +11.7% | +13.9% |
| YTD | +26.6% | +21.9% | +4.7% | +24.5% |
| 1Y | +35.6% | +28.2% | +7.4% | +32.6% |
| 3Y | +45.5% | +99.9% | -54.4% | +37.9% |
| 5Y | +50.0% | +73.6% | -23.6% | +42.3% |
| 10Y | +271.8% | +136.5% | +135.3% | +239.3% |
| All | +1,054.0% | +378.0% | +676.0% | +848.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling