+9,196.8%
UNP vs NTRS
+7,716.8%
+1,480.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -2.0% | +0.2% | -2.1% | -2.1% |
| 3M | +7.5% | +13.2% | -5.7% | +2.6% |
| 6M | +15.3% | +36.9% | -21.6% | +2.5% |
| YTD | +25.4% | +39.1% | -13.7% | +10.5% |
| 1Y | +35.6% | +50.4% | -14.8% | +15.9% |
| 3Y | +44.1% | +166.8% | -122.6% | -1.4% |
| 5Y | +54.0% | +92.9% | -38.9% | +15.5% |
| 10Y | +283.9% | +255.7% | +28.3% | +128.7% |
| All | +9,196.8% | +7,716.8% | +1,480.0% | +2,450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling