+277.6%
UNP vs NTRS
+259.9%
+17.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | -2.7% | -0.7% | -2.1% | -2.5% |
| 3M | +6.5% | +11.3% | -4.8% | +1.0% |
| 6M | +14.4% | +35.5% | -21.2% | -1.5% |
| YTD | +24.8% | +40.6% | -15.8% | +5.1% |
| 1Y | +34.4% | +49.2% | -14.8% | +9.8% |
| 3Y | +43.6% | +167.2% | -123.6% | -14.0% |
| 5Y | +53.2% | +94.9% | -41.7% | +3.4% |
| All | +277.6% | +259.9% | +17.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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