+746.2%
EEM vs UNP
+3,299.4%
-2,553.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +2.7% | +4.2% | -1.6% | +0.3% |
| 30D | -5.4% | +5.6% | -11.0% | -8.4% |
| 3M | -8.6% | +2.0% | -10.7% | -10.1% |
| 6M | -8.9% | +15.4% | -24.3% | -17.1% |
| YTD | +11.9% | +32.7% | -20.8% | -6.7% |
| 1Y | +13.1% | +39.4% | -26.4% | -8.5% |
| 3Y | +70.7% | +54.3% | +16.4% | +26.7% |
| 5Y | +31.8% | +39.6% | -7.9% | +0.1% |
| 10Y | +119.5% | +288.9% | -169.3% | -20.7% |
| All | +746.2% | +3,299.4% | -2,553.2% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling