+32.5%
EEM vs UNP
+35.7%
-3.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +2.4% | -2.0% | +4.4% | +2.5% |
| 3M | +4.2% | +7.5% | -3.4% | +3.4% |
| 6M | +14.8% | +15.3% | -0.6% | +12.2% |
| YTD | +23.1% | +25.4% | -2.3% | +19.5% |
| 1Y | +32.5% | +35.6% | -3.1% | +29.8% |
| All | +32.5% | +35.7% | -3.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling