+45.5%
UNP vs ECL
+78.2%
-32.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.2% |
| 30D | +5.6% | +8.1% | -2.5% | +2.4% |
| 3M | -1.3% | +6.4% | -7.7% | -3.8% |
| 6M | +9.2% | +14.8% | -5.5% | +2.9% |
| YTD | +27.3% | +15.5% | +11.9% | +19.8% |
| 1Y | +35.9% | +20.1% | +15.8% | +25.8% |
| 3Y | +45.5% | +77.8% | -32.3% | +16.9% |
| All | +45.5% | +78.2% | -32.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling