+284.1%
UNP vs ED
+136.7%
+147.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -0.9% | +2.1% | -3.0% | -1.6% |
| 30D | +8.0% | +12.4% | -4.4% | +4.1% |
| 3M | +3.3% | +13.1% | -9.8% | -0.6% |
| 6M | +14.7% | +14.1% | +0.6% | +10.1% |
| YTD | +31.9% | +23.1% | +8.9% | +23.5% |
| 1Y | +37.1% | +25.4% | +11.7% | +27.5% |
| 3Y | +51.9% | +47.9% | +4.0% | +32.5% |
| 5Y | +39.3% | +81.9% | -42.6% | +13.9% |
| 10Y | +284.1% | +141.3% | +142.8% | +214.4% |
| All | +284.1% | +136.7% | +147.4% | +214.4% |
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