+54.0%
UNP vs EFV
+94.1%
-40.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.2% | -2.0% | +0.8% | +0.1% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | +7.5% | +9.1% | -1.6% | +1.5% |
| 6M | +15.3% | +11.7% | +3.6% | +6.9% |
| YTD | +25.4% | +17.0% | +8.4% | +12.5% |
| 1Y | +35.6% | +26.7% | +8.9% | +15.2% |
| 3Y | +44.1% | +90.2% | -46.0% | -8.3% |
| 5Y | +54.0% | +96.1% | -42.1% | -6.1% |
| All | +54.0% | +94.1% | -40.1% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling