+3,540.9%
UNP vs EFA
+392.1%
+3,148.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.7% |
| 30D | -1.1% | -0.7% | -0.4% | -0.6% |
| 3M | +7.9% | +6.4% | +1.5% | +2.4% |
| 6M | +14.6% | +11.4% | +3.3% | +4.3% |
| YTD | +26.6% | +14.0% | +12.6% | +12.9% |
| 1Y | +35.6% | +20.2% | +15.4% | +15.8% |
| 3Y | +45.5% | +68.2% | -22.7% | -6.2% |
| 5Y | +50.0% | +54.8% | -4.8% | +2.3% |
| 10Y | +271.8% | +142.4% | +129.4% | +79.9% |
| All | +3,540.9% | +392.1% | +3,148.8% | +924.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling