+9,321.7%
UNP vs EFX
+6,408.3%
+2,913.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +2.1% |
| 7D | -5.3% | -8.6% | +3.3% | -2.8% |
| 30D | -1.5% | +0.1% | -1.7% | -1.8% |
| 3M | +10.3% | +3.8% | +6.4% | +8.1% |
| 6M | +9.7% | -13.5% | +23.2% | +13.1% |
| YTD | +27.1% | -17.7% | +44.8% | +32.0% |
| 1Y | +32.6% | -25.6% | +58.1% | +41.5% |
| 3Y | +40.0% | -12.1% | +52.1% | +38.3% |
| 5Y | +50.8% | -33.8% | +84.6% | +58.8% |
| 10Y | +278.6% | +45.1% | +233.5% | +198.8% |
| All | +9,321.7% | +6,408.3% | +2,913.5% | +3,137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling