+910.6%
EWY vs UNP
+4,557.3%
-3,646.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +4.2% | +4.2% | 0.0% | +2.0% |
| 30D | -10.7% | +5.6% | -16.3% | -13.3% |
| 3M | -20.1% | +2.0% | -22.1% | -21.2% |
| 6M | -24.3% | +15.4% | -39.7% | -30.9% |
| YTD | +46.9% | +32.7% | +14.1% | +23.8% |
| 1Y | +55.2% | +39.4% | +15.8% | +27.3% |
| 3Y | +157.0% | +54.3% | +102.7% | +95.0% |
| 5Y | +98.9% | +39.6% | +59.2% | +55.2% |
| 10Y | +226.3% | +288.9% | -62.6% | +35.5% |
| All | +910.6% | +4,557.3% | -3,646.7% | +16.9% |
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