+854.3%
EEM vs UNP
+3,155.3%
-2,301.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.7% |
| 7D | +2.3% | -5.3% | +7.7% | +5.5% |
| 30D | +4.5% | -1.5% | +6.1% | +5.4% |
| 3M | -0.1% | +10.3% | -10.3% | -6.2% |
| 6M | +16.9% | +9.7% | +7.3% | +9.5% |
| YTD | +26.2% | +27.1% | -0.9% | +8.3% |
| 1Y | +40.5% | +32.6% | +7.9% | +17.2% |
| 3Y | +86.2% | +40.0% | +46.2% | +46.5% |
| 5Y | +45.5% | +50.8% | -5.4% | +5.2% |
| 10Y | +128.6% | +278.6% | -150.0% | -16.4% |
| All | +854.3% | +3,155.3% | -2,301.1% | -13.3% |
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