+148.7%
EWY vs UNP
+52.3%
+96.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | +7.3% | -2.7% | +10.0% | +8.1% |
| 3M | -5.1% | +6.5% | -11.6% | -7.1% |
| 6M | +42.1% | +14.4% | +27.7% | +35.1% |
| YTD | +94.1% | +24.8% | +69.3% | +79.3% |
| 1Y | +147.8% | +34.4% | +113.4% | +122.8% |
| 3Y | +222.9% | +43.6% | +179.3% | +179.2% |
| All | +148.7% | +52.3% | +96.5% | +109.8% |
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 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