+279.5%
UNP vs EFX
+41.8%
+237.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -11.1% | +10.0% | +2.1% |
| 30D | -2.0% | -7.4% | +5.4% | 0.0% |
| 3M | +7.5% | +1.5% | +6.0% | +6.2% |
| 6M | +15.3% | -13.7% | +29.0% | +18.9% |
| YTD | +25.4% | -21.9% | +47.3% | +32.2% |
| 1Y | +35.6% | -30.8% | +66.4% | +47.9% |
| 3Y | +44.1% | -12.4% | +56.5% | +41.7% |
| 5Y | +54.0% | -35.9% | +89.9% | +62.9% |
| All | +279.5% | +41.8% | +237.7% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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