+286.5%
UNP vs BURL
+251.7%
+34.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -0.9% | +5.9% | -6.8% | -2.1% |
| 30D | +8.0% | -8.3% | +16.3% | +9.8% |
| 3M | +3.3% | -31.6% | +35.0% | +11.2% |
| 6M | +14.7% | -16.6% | +31.3% | +17.7% |
| YTD | +31.9% | -12.1% | +44.0% | +33.2% |
| 1Y | +37.1% | -10.0% | +47.1% | +37.1% |
| 3Y | +51.9% | +94.3% | -42.4% | +23.7% |
| 5Y | +39.3% | -13.2% | +52.5% | +32.5% |
| All | +286.5% | +251.7% | +34.8% | +169.5% |
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