+9,679.5%
UNP vs ECL
+14,303.5%
-4,624.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | +8.0% | +8.6% | -0.6% | +4.1% |
| 3M | +3.3% | +7.9% | -4.5% | -0.2% |
| 6M | +14.7% | +21.0% | -6.3% | +4.9% |
| YTD | +31.9% | +17.5% | +14.4% | +22.1% |
| 1Y | +37.1% | +19.7% | +17.5% | +25.8% |
| 3Y | +51.9% | +77.4% | -25.6% | +15.2% |
| 5Y | +39.3% | +38.7% | +0.6% | +15.3% |
| 10Y | +284.1% | +193.5% | +90.6% | +125.0% |
| All | +9,679.5% | +14,303.5% | -4,624.0% | +1,986.5% |
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