+44.3%
UNP vs EFA
+63.6%
-19.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.2% | -2.4% | +1.2% | 0.0% |
| 30D | -2.0% | -2.2% | +0.3% | -0.8% |
| 3M | +7.5% | +5.7% | +1.8% | +4.3% |
| 6M | +15.3% | +8.2% | +7.2% | +9.9% |
| YTD | +25.4% | +11.8% | +13.6% | +17.0% |
| 1Y | +35.6% | +18.3% | +17.3% | +22.1% |
| All | +44.3% | +63.6% | -19.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling