+35.6%
UNP vs BTI
+2.8%
+32.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.8% |
| 30D | -2.0% | -3.4% | +1.5% | -1.3% |
| 3M | +7.5% | -9.0% | +16.5% | +9.3% |
| 6M | +15.3% | -5.0% | +20.4% | +16.1% |
| YTD | +25.4% | -0.3% | +25.7% | +25.2% |
| 1Y | +35.6% | +3.1% | +32.5% | +35.9% |
| All | +35.6% | +2.8% | +32.8% | +35.9% |
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