+9,321.7%
UNP vs ECL
+13,009.7%
-3,688.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -5.3% | -2.6% | -2.7% | -4.2% |
| 30D | -1.5% | -2.2% | +0.6% | -0.6% |
| 3M | +10.3% | +10.1% | +0.1% | +5.3% |
| 6M | +9.7% | -5.7% | +15.4% | +12.2% |
| YTD | +27.1% | +7.0% | +20.1% | +22.8% |
| 1Y | +32.6% | +2.7% | +29.9% | +30.1% |
| 3Y | +40.0% | +57.7% | -17.7% | +11.8% |
| 5Y | +50.8% | +31.1% | +19.7% | +27.9% |
| 10Y | +278.6% | +150.9% | +127.8% | +137.9% |
| All | +9,321.7% | +13,009.7% | -3,688.0% | +1,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling