+50.0%
UNP vs ED
+71.7%
-21.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | -1.1% | +1.1% | -2.2% | -1.6% |
| 3M | +7.9% | +4.6% | +3.2% | +6.1% |
| 6M | +14.6% | -2.0% | +16.6% | +15.2% |
| YTD | +26.6% | +11.7% | +14.9% | +21.6% |
| 1Y | +35.6% | +15.7% | +19.8% | +28.5% |
| 3Y | +45.5% | +34.4% | +11.1% | +27.0% |
| 5Y | +50.0% | +67.3% | -17.3% | +23.6% |
| All | +50.0% | +71.7% | -21.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling