+9,738.8%
UNP vs EFX
+6,815.2%
+2,923.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | +5.6% | +25.1% | -19.5% | -1.7% |
| 3M | +2.0% | +1.7% | +0.4% | +0.8% |
| 6M | +15.4% | +18.4% | -3.0% | +8.1% |
| YTD | +32.7% | -12.5% | +45.2% | +34.7% |
| 1Y | +39.4% | -8.1% | +47.5% | +39.3% |
| 3Y | +54.3% | +4.8% | +49.5% | +44.0% |
| 5Y | +39.6% | -30.1% | +69.8% | +44.1% |
| 10Y | +288.9% | +81.5% | +207.4% | +185.7% |
| All | +9,738.8% | +6,815.2% | +2,923.6% | +3,202.3% |
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