+1,489.3%
UNP vs BUD
+214.6%
+1,274.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | -4.6% | +4.5% | -9.0% | -6.2% |
| 30D | +5.6% | +12.5% | -6.9% | +0.9% |
| 3M | -1.3% | 0.0% | -1.3% | -1.6% |
| 6M | +9.2% | +3.8% | +5.4% | +7.1% |
| YTD | +27.3% | +33.1% | -5.7% | +13.0% |
| 1Y | +35.9% | +35.5% | +0.4% | +19.7% |
| 3Y | +45.5% | +49.4% | -3.9% | +20.6% |
| 5Y | +36.0% | +48.0% | -12.1% | +10.7% |
| 10Y | +307.2% | -8.6% | +315.8% | +271.6% |
| All | +1,489.3% | +214.6% | +1,274.7% | +681.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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