+50.0%
UNP vs EMB
+7.3%
+42.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | -1.1% | -0.5% | -0.7% | -0.8% |
| 3M | +7.9% | +0.3% | +7.5% | +7.6% |
| 6M | +14.6% | +1.2% | +13.5% | +13.5% |
| YTD | +26.6% | +1.5% | +25.1% | +25.1% |
| 1Y | +35.6% | +4.8% | +30.8% | +30.6% |
| 3Y | +45.5% | +30.4% | +15.1% | +19.0% |
| 5Y | +50.0% | +7.3% | +42.7% | +31.0% |
| All | +50.0% | +7.3% | +42.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling