+706.7%
ETN vs UNP
+285.4%
+421.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.3% |
| 7D | +3.5% | -1.8% | +5.3% | +4.7% |
| 30D | -7.5% | -2.7% | -4.8% | -6.0% |
| 3M | +8.3% | +6.5% | +1.8% | +3.5% |
| 6M | +20.2% | +14.4% | +5.8% | +9.2% |
| YTD | +34.7% | +24.8% | +9.9% | +15.4% |
| 1Y | +19.4% | +34.4% | -15.0% | -2.7% |
| 3Y | +85.5% | +43.6% | +41.9% | +40.8% |
| 5Y | +186.6% | +53.2% | +133.4% | +101.2% |
| All | +706.7% | +285.4% | +421.2% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling