+50.0%
UNP vs EAT
+326.5%
-276.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | +7.9% | +52.2% | -44.4% | +1.8% |
| 6M | +14.6% | +65.0% | -50.4% | +6.4% |
| YTD | +26.6% | +55.0% | -28.4% | +18.1% |
| 1Y | +35.6% | +42.1% | -6.5% | +27.7% |
| 3Y | +45.5% | +614.7% | -569.2% | +4.3% |
| 5Y | +50.0% | +322.7% | -272.8% | +12.1% |
| All | +50.0% | +326.5% | -276.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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