+54.9%
UNP vs NXT
+181.9%
-127.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -1.1% | -17.2% | +16.1% | -0.2% |
| 3M | +7.9% | -32.0% | +39.9% | +9.8% |
| 6M | +14.6% | -15.8% | +30.4% | +14.6% |
| YTD | +26.6% | -1.9% | +28.5% | +25.1% |
| 1Y | +35.6% | +22.5% | +13.1% | +31.4% |
| 3Y | +45.5% | +100.5% | -55.0% | +32.5% |
| All | +54.9% | +181.9% | -127.0% | +37.6% |
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