+282.5%
UNP vs ECL
+149.7%
+132.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.2% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | -2.1% | -4.3% | +2.2% | +0.1% |
| 3M | +5.4% | +3.2% | +2.2% | +3.3% |
| 6M | +13.4% | -2.9% | +16.3% | +14.5% |
| YTD | +25.0% | +4.3% | +20.7% | +21.6% |
| 1Y | +34.6% | +1.6% | +32.9% | +32.2% |
| 3Y | +43.6% | +54.3% | -10.6% | +10.9% |
| 5Y | +51.7% | +26.5% | +25.2% | +28.3% |
| 10Y | +282.5% | +155.6% | +126.9% | +95.8% |
| All | +282.5% | +149.7% | +132.9% | +95.8% |
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