+153.6%
UNP vs NTR
+97.9%
+55.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -2.7% | +16.8% | -19.5% | -7.3% |
| 3M | +6.5% | +20.7% | -14.2% | +0.2% |
| 6M | +14.4% | +0.5% | +13.8% | +13.0% |
| YTD | +24.8% | +29.2% | -4.4% | +13.3% |
| 1Y | +34.4% | +39.6% | -5.2% | +18.4% |
| 3Y | +43.6% | +37.9% | +5.7% | +24.0% |
| 5Y | +53.2% | +47.1% | +6.2% | +16.0% |
| All | +153.6% | +97.9% | +55.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling