+39.4%
UNP vs ED
+24.8%
+14.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +4.2% | +2.1% | +2.2% | +3.4% |
| 30D | +5.6% | +10.4% | -4.8% | +1.8% |
| 3M | +2.0% | +12.5% | -10.5% | -2.3% |
| 6M | +15.4% | +14.9% | +0.5% | +10.0% |
| YTD | +32.7% | +24.8% | +7.9% | +25.8% |
| 1Y | +39.4% | +23.8% | +15.6% | +32.3% |
| All | +39.4% | +24.8% | +14.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling