+9,738.8%
UNP vs EAT
+10,017.9%
-279.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +4.2% | -4.0% | +8.2% | +5.0% |
| 30D | +5.6% | -2.9% | +8.5% | +5.9% |
| 3M | +2.0% | -16.9% | +18.9% | +5.3% |
| 6M | +15.4% | +57.0% | -41.6% | +3.9% |
| YTD | +32.7% | +38.2% | -5.5% | +21.2% |
| 1Y | +39.4% | +69.3% | -29.8% | +21.7% |
| 3Y | +54.3% | +483.0% | -428.7% | -0.5% |
| 5Y | +39.6% | +364.1% | -324.5% | -10.1% |
| 10Y | +288.9% | +320.8% | -31.9% | +116.6% |
| All | +9,738.8% | +10,017.9% | -279.1% | +2,393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling