+9,679.5%
UNP vs EAT
+9,855.7%
-176.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.0% |
| 7D | -0.9% | -5.9% | +5.0% | +0.2% |
| 30D | +8.0% | +0.7% | +7.3% | +7.5% |
| 3M | +3.3% | -14.2% | +17.6% | +5.8% |
| 6M | +14.7% | +40.7% | -26.0% | +5.6% |
| YTD | +31.9% | +36.0% | -4.0% | +20.9% |
| 1Y | +37.1% | +83.1% | -45.9% | +17.7% |
| 3Y | +51.9% | +474.8% | -423.0% | -1.7% |
| 5Y | +39.3% | +347.6% | -308.3% | -9.6% |
| 10Y | +284.1% | +321.5% | -37.4% | +113.8% |
| All | +9,679.5% | +9,855.7% | -176.1% | +2,387.3% |
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