+9,321.7%
UNP vs EIX
+1,083.9%
+8,237.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -5.3% | -19.1% | +13.7% | -1.6% |
| 30D | -1.5% | -16.9% | +15.4% | +1.5% |
| 3M | +10.3% | -20.0% | +30.3% | +14.6% |
| 6M | +9.7% | -21.3% | +31.0% | +14.3% |
| YTD | +27.1% | -1.7% | +28.8% | +25.7% |
| 1Y | +32.6% | +9.6% | +23.0% | +27.6% |
| 3Y | +40.0% | -3.7% | +43.7% | +36.9% |
| 5Y | +50.8% | +22.6% | +28.2% | +39.1% |
| 10Y | +278.6% | +17.7% | +260.9% | +242.2% |
| All | +9,321.7% | +1,083.9% | +8,237.8% | +4,984.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling