+45.5%
UNP vs EIX
0.0%
+45.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.2% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | -1.1% | -13.5% | +12.4% | +0.8% |
| 3M | +7.9% | -15.3% | +23.1% | +10.2% |
| 6M | +14.6% | -15.3% | +30.0% | +17.1% |
| YTD | +26.6% | +2.7% | +23.9% | +23.3% |
| 1Y | +35.6% | +17.4% | +18.1% | +27.7% |
| 3Y | +45.5% | -1.3% | +46.8% | +40.1% |
| All | +45.5% | 0.0% | +45.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling