+278.9%
UNP vs EMB
+36.5%
+242.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.3% |
| 7D | +4.2% | -0.9% | +5.1% | +5.2% |
| 30D | +5.6% | +0.4% | +5.2% | +5.2% |
| 3M | +2.0% | -3.1% | +5.2% | +5.4% |
| 6M | +15.4% | -2.1% | +17.5% | +17.7% |
| YTD | +32.7% | -1.1% | +33.8% | +34.0% |
| 1Y | +39.4% | -0.1% | +39.5% | +39.3% |
| 3Y | +54.3% | +29.6% | +24.7% | +17.5% |
| 5Y | +39.6% | +7.2% | +32.4% | +32.7% |
| All | +278.9% | +36.5% | +242.4% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling