+61.4%
UNP vs NXT
+229.3%
-167.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.5% |
| 7D | -0.9% | +4.0% | -4.9% | -1.1% |
| 30D | +8.0% | +15.9% | -7.9% | +7.1% |
| 3M | +3.3% | -3.0% | +6.3% | +3.3% |
| 6M | +14.7% | -20.7% | +35.4% | +15.3% |
| YTD | +31.9% | +14.6% | +17.3% | +29.1% |
| 1Y | +37.1% | -7.1% | +44.2% | +35.7% |
| 3Y | +51.9% | +189.4% | -137.6% | +34.8% |
| All | +61.4% | +229.3% | -167.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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