+282.5%
UNP vs ED
+105.2%
+177.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -2.1% | +1.9% | -4.1% | -2.7% |
| 3M | +5.4% | +1.9% | +3.6% | +4.8% |
| 6M | +13.4% | -2.3% | +15.6% | +14.1% |
| YTD | +25.0% | +10.9% | +14.1% | +21.0% |
| 1Y | +34.6% | +14.5% | +20.1% | +28.9% |
| 3Y | +43.6% | +33.4% | +10.2% | +29.7% |
| 5Y | +51.7% | +67.3% | -15.6% | +28.2% |
| 10Y | +282.5% | +110.7% | +171.8% | +224.3% |
| All | +282.5% | +105.2% | +177.3% | +224.3% |
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