+275.9%
UNP vs BURL
+215.5%
+60.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.4% |
| 7D | -5.3% | -2.8% | -2.6% | -4.8% |
| 30D | -1.5% | -28.2% | +26.6% | +5.2% |
| 3M | +10.3% | -17.6% | +27.8% | +14.1% |
| 6M | +9.7% | -11.8% | +21.4% | +11.3% |
| YTD | +27.1% | -8.1% | +35.2% | +27.6% |
| 1Y | +32.6% | -12.0% | +44.5% | +33.4% |
| 3Y | +40.0% | +63.3% | -23.3% | +19.0% |
| 5Y | +50.8% | -10.8% | +61.7% | +43.0% |
| All | +275.9% | +215.5% | +60.4% | +166.3% |
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