+34.4%
UNP vs ITOT
+17.8%
+16.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -2.7% | -1.5% | -1.3% | -2.4% |
| 3M | +6.5% | +3.6% | +2.9% | +5.4% |
| 6M | +14.4% | +13.7% | +0.7% | +8.0% |
| YTD | +24.8% | +12.9% | +11.9% | +18.3% |
| 1Y | +34.4% | +17.2% | +17.2% | +24.5% |
| All | +34.4% | +17.8% | +16.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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