+35.6%
UNP vs BTSG
+119.4%
-83.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.6% | +7.0% | +0.5% |
| 7D | -1.2% | -5.8% | +4.6% | -1.1% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +7.5% | -4.5% | +12.0% | +7.2% |
| 6M | +15.3% | +40.0% | -24.7% | +12.4% |
| YTD | +25.4% | +54.6% | -29.1% | +21.6% |
| 1Y | +35.6% | +106.1% | -70.5% | +28.2% |
| All | +35.6% | +119.4% | -83.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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