+46.9%
UNP vs EMB
+31.1%
+15.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.3% |
| 3M | +10.3% | -0.4% | +10.7% | +10.6% |
| 6M | +9.7% | +0.1% | +9.5% | +9.5% |
| YTD | +27.1% | +1.6% | +25.5% | +25.2% |
| 1Y | +32.6% | +5.6% | +27.0% | +25.9% |
| All | +46.9% | +31.1% | +15.9% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling