+42.6%
UNP vs EMB
+0.7%
+41.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | +11.4% | +2.3% | +9.0% | +9.9% |
| 3M | +4.6% | -2.5% | +7.1% | +6.1% |
| 6M | +18.3% | -1.1% | +19.4% | +18.6% |
| YTD | +35.4% | -0.6% | +36.0% | +35.7% |
| 1Y | +42.6% | +0.6% | +42.0% | +39.3% |
| All | +42.6% | +0.7% | +41.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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