+277.6%
UNP vs EFV
+169.9%
+107.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.1% |
| 30D | -2.7% | +0.6% | -3.4% | -3.3% |
| 3M | +6.5% | +7.5% | -1.0% | -0.1% |
| 6M | +14.4% | +13.0% | +1.3% | +2.4% |
| YTD | +24.8% | +18.3% | +6.5% | +7.2% |
| 1Y | +34.4% | +26.7% | +7.7% | +8.7% |
| 3Y | +43.6% | +89.6% | -46.0% | -19.9% |
| 5Y | +53.2% | +98.2% | -45.0% | -18.9% |
| All | +277.6% | +169.9% | +107.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling