+51.7%
UNP vs BTI
+113.9%
-62.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -2.1% | -4.8% | +2.7% | -1.1% |
| 3M | +5.4% | -8.1% | +13.6% | +7.3% |
| 6M | +13.4% | -4.2% | +17.6% | +14.0% |
| YTD | +25.0% | -1.3% | +26.3% | +24.7% |
| 1Y | +34.6% | +2.1% | +32.5% | +33.2% |
| 3Y | +43.6% | +108.9% | -65.3% | +15.3% |
| 5Y | +51.7% | +114.5% | -62.7% | +18.5% |
| All | +51.7% | +113.9% | -62.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling