+54.0%
UNP vs ITOT
+71.8%
-17.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -1.2% | -2.0% | +0.9% | +0.2% |
| 30D | -2.0% | -2.0% | 0.0% | -0.7% |
| 3M | +7.5% | +4.5% | +3.0% | +4.2% |
| 6M | +15.3% | +12.6% | +2.7% | +6.0% |
| YTD | +25.4% | +12.0% | +13.4% | +15.6% |
| 1Y | +35.6% | +17.3% | +18.3% | +20.9% |
| 3Y | +44.1% | +75.2% | -31.1% | -3.5% |
| 5Y | +54.0% | +74.0% | -20.1% | +0.1% |
| All | +54.0% | +71.8% | -17.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling