+35.6%
UNP vs ED
+80.7%
-45.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.8% |
| 7D | -4.6% | +1.6% | -6.2% | -5.1% |
| 30D | +5.6% | +13.3% | -7.7% | +1.0% |
| 3M | -1.3% | +9.7% | -11.0% | -4.6% |
| 6M | +9.2% | +12.8% | -3.5% | +4.6% |
| YTD | +27.3% | +22.3% | +5.0% | +18.3% |
| 1Y | +35.9% | +26.3% | +9.6% | +24.8% |
| 3Y | +45.5% | +45.0% | +0.4% | +23.2% |
| All | +35.6% | +80.7% | -45.0% | +2.4% |
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 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