+53.4%
UNP vs EFA
+52.3%
+1.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -1.7% | -0.5% | -1.3% | -1.5% |
| 30D | -2.1% | -1.3% | -0.8% | -1.3% |
| 3M | +5.4% | +5.2% | +0.3% | +2.0% |
| 6M | +13.4% | +9.4% | +4.0% | +6.6% |
| YTD | +25.0% | +12.7% | +12.2% | +15.0% |
| 1Y | +34.6% | +19.3% | +15.3% | +19.3% |
| 3Y | +43.6% | +66.3% | -22.7% | +0.6% |
| All | +53.4% | +52.3% | +1.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling