+39.6%
UNP vs BURL
-15.9%
+55.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.1% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | +7.7% | -9.3% | +17.0% | +8.9% |
| 3M | +1.3% | -32.1% | +33.4% | +5.9% |
| 6M | +14.0% | -19.8% | +33.8% | +16.3% |
| YTD | +30.8% | -13.2% | +43.9% | +31.7% |
| 1Y | +40.0% | -7.8% | +47.8% | +39.4% |
| 3Y | +50.1% | +89.3% | -39.3% | +35.1% |
| 5Y | +39.6% | -15.8% | +55.5% | +33.9% |
| All | +39.6% | -15.9% | +55.5% | +33.9% |
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