+1,236.8%
EWY vs UNP
+4,359.9%
-3,123.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | -5.3% | +10.2% | +7.8% |
| 30D | +11.7% | -1.5% | +13.2% | +12.6% |
| 3M | -7.4% | +10.3% | -17.7% | -12.8% |
| 6M | +40.6% | +9.7% | +30.9% | +32.0% |
| YTD | +94.3% | +27.1% | +67.2% | +68.2% |
| 1Y | +164.3% | +32.6% | +131.7% | +122.9% |
| 3Y | +221.0% | +40.0% | +181.0% | +157.3% |
| 5Y | +139.1% | +50.8% | +88.3% | +78.6% |
| 10Y | +298.8% | +278.6% | +20.2% | +67.8% |
| All | +1,236.8% | +4,359.9% | -3,123.0% | +58.7% |
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