+37.2%
UNP vs BURL
-9.1%
+46.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +7.3% | -4.4% | +11.7% | +7.2% |
| 3M | +3.6% | -28.6% | +32.2% | +4.0% |
| 6M | +15.8% | -12.3% | +28.1% | +15.7% |
| YTD | +32.6% | -11.3% | +43.9% | +32.5% |
| 1Y | +37.2% | -10.4% | +47.7% | +37.1% |
| All | +37.2% | -9.1% | +46.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling