+35.6%
UNP vs ED
+13.6%
+22.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | +7.5% | 0.0% | +7.5% | +7.6% |
| 6M | +15.3% | -2.5% | +17.9% | +15.8% |
| YTD | +25.4% | +10.1% | +15.3% | +22.7% |
| 1Y | +35.6% | +13.6% | +22.0% | +31.0% |
| All | +35.6% | +13.6% | +22.0% | +31.0% |
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