+55.5%
UNP vs NXT
+178.8%
-123.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -5.3% | -1.1% | -4.2% | -5.3% |
| 30D | -1.5% | -15.3% | +13.8% | -0.8% |
| 3M | +10.3% | -43.8% | +54.0% | +13.3% |
| 6M | +9.7% | -18.7% | +28.3% | +9.8% |
| YTD | +27.1% | -3.0% | +30.1% | +25.7% |
| 1Y | +32.6% | +22.7% | +9.8% | +28.5% |
| 3Y | +40.0% | +95.9% | -55.9% | +27.7% |
| All | +55.5% | +178.8% | -123.2% | +38.2% |
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