+407.6%
UNP vs BURL
+987.9%
-580.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.9% |
| 7D | -1.3% | +3.5% | -4.8% | -2.0% |
| 30D | +7.7% | -9.3% | +17.0% | +9.7% |
| 3M | +1.3% | -32.1% | +33.4% | +8.7% |
| 6M | +14.0% | -19.8% | +33.8% | +17.7% |
| YTD | +30.8% | -13.2% | +43.9% | +32.4% |
| 1Y | +40.0% | -7.8% | +47.8% | +39.3% |
| 3Y | +50.1% | +89.3% | -39.3% | +24.7% |
| 5Y | +39.6% | -15.8% | +55.5% | +33.1% |
| 10Y | +318.1% | +262.2% | +56.0% | +185.7% |
| All | +407.6% | +987.9% | -580.3% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling