+281.1%
UNP vs ECL
+192.9%
+88.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | +7.7% | +6.6% | +1.2% | +4.2% |
| 3M | +4.0% | +9.6% | -5.6% | -0.9% |
| 6M | +15.7% | +21.6% | -5.9% | +3.9% |
| YTD | +33.5% | +16.9% | +16.6% | +22.3% |
| 1Y | +38.9% | +17.9% | +21.1% | +26.6% |
| 3Y | +53.7% | +76.5% | -22.8% | +10.8% |
| 5Y | +40.4% | +36.6% | +3.8% | +14.7% |
| All | +281.1% | +192.9% | +88.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling