+46.6%
EEM vs UNP
+48.4%
-1.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +2.0% | -1.7% | +3.7% | +2.4% |
| 30D | +5.1% | -2.1% | +7.2% | +5.6% |
| 3M | +4.6% | +5.4% | -0.9% | +2.9% |
| 6M | +17.8% | +13.4% | +4.4% | +13.3% |
| YTD | +25.8% | +25.0% | +0.9% | +17.8% |
| 1Y | +36.4% | +34.6% | +1.8% | +24.9% |
| 3Y | +90.0% | +43.6% | +46.4% | +68.6% |
| 5Y | +46.6% | +51.7% | -5.2% | +27.5% |
| All | +46.6% | +48.4% | -1.8% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling