+278.9%
UNP vs ED
+147.1%
+131.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.2% | +2.1% | +2.2% | +3.6% |
| 30D | +5.6% | +10.4% | -4.8% | +2.4% |
| 3M | +2.0% | +12.5% | -10.5% | -1.7% |
| 6M | +15.4% | +14.9% | +0.5% | +10.4% |
| YTD | +32.7% | +24.8% | +7.9% | +23.7% |
| 1Y | +39.4% | +23.8% | +15.6% | +30.2% |
| 3Y | +54.3% | +51.6% | +2.7% | +33.5% |
| 5Y | +39.6% | +86.4% | -46.8% | +13.3% |
| All | +278.9% | +147.1% | +131.8% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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