+52.2%
UNP vs BURL
-11.0%
+63.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.2% |
| 7D | -5.3% | -2.8% | -2.6% | -5.0% |
| 30D | -1.5% | -28.2% | +26.6% | +2.4% |
| 3M | +10.3% | -17.6% | +27.8% | +12.6% |
| 6M | +9.7% | -11.8% | +21.4% | +10.6% |
| YTD | +27.1% | -8.1% | +35.2% | +27.4% |
| 1Y | +32.6% | -12.0% | +44.5% | +33.1% |
| 3Y | +40.0% | +63.3% | -23.3% | +28.1% |
| All | +52.2% | -11.0% | +63.2% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling