+87.7%
EEM vs UNP
+43.1%
+44.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +5.1% | -2.1% | +7.2% | +5.5% |
| 3M | +4.6% | +5.4% | -0.9% | +3.1% |
| 6M | +17.8% | +13.4% | +4.4% | +13.7% |
| YTD | +25.8% | +25.0% | +0.9% | +18.3% |
| 1Y | +36.4% | +34.6% | +1.8% | +25.5% |
| All | +87.7% | +43.1% | +44.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling