+42.6%
UNP vs BTI
+24.7%
+17.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.8% |
| 7D | +3.6% | +5.3% | -1.7% | +2.2% |
| 30D | +11.4% | +19.1% | -7.7% | +6.7% |
| 3M | +4.6% | +6.5% | -1.9% | +2.9% |
| 6M | +18.3% | +9.4% | +8.9% | +15.1% |
| YTD | +35.4% | +14.4% | +21.0% | +28.8% |
| 1Y | +42.6% | +23.9% | +18.7% | +32.1% |
| All | +42.6% | +24.7% | +17.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling