+39.4%
UNP vs EFX
-7.6%
+47.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | +5.6% | +25.1% | -19.5% | +3.0% |
| 3M | +2.0% | +1.7% | +0.4% | +1.7% |
| 6M | +15.4% | +18.4% | -3.0% | +13.1% |
| YTD | +32.7% | -12.5% | +45.2% | +34.6% |
| 1Y | +39.4% | -8.1% | +47.5% | +37.8% |
| All | +39.4% | -7.6% | +47.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling