+282.5%
UNP vs EMB
+29.7%
+252.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -0.3% | -1.8% | -1.8% |
| 3M | +5.4% | -0.3% | +5.7% | +5.7% |
| 6M | +13.4% | +0.7% | +12.6% | +12.4% |
| YTD | +25.0% | +1.3% | +23.7% | +23.3% |
| 1Y | +34.6% | +4.7% | +29.9% | +28.4% |
| 3Y | +43.6% | +30.1% | +13.5% | +10.1% |
| 5Y | +51.7% | +6.9% | +44.9% | +45.0% |
| 10Y | +282.5% | +30.7% | +251.8% | +221.6% |
| All | +282.5% | +29.7% | +252.8% | +221.6% |
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