+1,333.2%
UNP vs EMB
+127.1%
+1,206.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | +8.0% | +0.9% | +7.1% | +7.4% |
| 3M | +3.3% | -2.1% | +5.5% | +4.9% |
| 6M | +14.7% | -2.2% | +16.9% | +16.4% |
| YTD | +31.9% | -0.6% | +32.5% | +32.4% |
| 1Y | +37.1% | +0.2% | +36.9% | +36.8% |
| 3Y | +51.9% | +29.5% | +22.3% | +27.0% |
| 5Y | +39.3% | +8.0% | +31.3% | +31.3% |
| 10Y | +284.1% | +35.3% | +248.8% | +223.0% |
| All | +1,333.2% | +127.1% | +1,206.0% | +951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling