+9,321.7%
UNP vs ED
+2,217.3%
+7,104.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +10.3% | +3.9% | +6.3% | +8.7% |
| 6M | +9.7% | -3.0% | +12.7% | +10.7% |
| YTD | +27.1% | +10.7% | +16.4% | +22.4% |
| 1Y | +32.6% | +13.3% | +19.2% | +26.5% |
| 3Y | +40.0% | +34.5% | +5.5% | +24.2% |
| 5Y | +50.8% | +67.1% | -16.3% | +23.3% |
| 10Y | +278.6% | +103.0% | +175.6% | +177.8% |
| All | +9,321.7% | +2,217.3% | +7,104.4% | +3,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling