+278.9%
UNP vs BURL
+232.1%
+46.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.2% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | +5.6% | -7.7% | +13.3% | +7.2% |
| 3M | +2.0% | -31.7% | +33.7% | +9.7% |
| 6M | +15.4% | -15.2% | +30.6% | +17.9% |
| YTD | +32.7% | -15.9% | +48.6% | +35.2% |
| 1Y | +39.4% | -14.2% | +53.6% | +40.8% |
| 3Y | +54.3% | +93.5% | -39.2% | +25.7% |
| 5Y | +39.6% | -9.9% | +49.5% | +30.8% |
| All | +278.9% | +232.1% | +46.8% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling