+62.2%
UNP vs NXT
+231.9%
-169.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.1% | -5.7% | +3.6% | -1.8% |
| 30D | +7.3% | +18.5% | -11.2% | +6.3% |
| 3M | +3.6% | -4.1% | +7.7% | +3.7% |
| 6M | +15.8% | -20.3% | +36.2% | +16.4% |
| YTD | +32.6% | +15.5% | +17.1% | +29.7% |
| 1Y | +37.2% | -5.0% | +42.2% | +35.6% |
| 3Y | +52.6% | +191.6% | -139.0% | +35.4% |
| All | +62.2% | +231.9% | -169.6% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling