+147.8%
EWY vs UNP
+35.2%
+112.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | -0.1% | -1.8% | +1.7% | -0.1% |
| 30D | +7.3% | -2.7% | +10.0% | +7.3% |
| 3M | -5.1% | +6.5% | -11.6% | -4.7% |
| 6M | +42.1% | +14.4% | +27.7% | +40.2% |
| YTD | +94.1% | +24.8% | +69.3% | +91.6% |
| 1Y | +147.8% | +34.4% | +113.4% | +147.2% |
| All | +147.8% | +35.2% | +112.6% | +147.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling