+277.6%
UNP vs EME
+1,362.1%
-1,084.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.8% |
| 7D | -1.8% | +3.5% | -5.3% | -2.9% |
| 30D | -2.7% | -6.3% | +3.6% | -1.0% |
| 3M | +6.5% | -3.8% | +10.3% | +6.4% |
| 6M | +14.4% | +8.5% | +5.9% | +9.0% |
| YTD | +24.8% | +27.8% | -3.0% | +11.7% |
| 1Y | +34.4% | +22.2% | +12.2% | +19.8% |
| 3Y | +43.6% | +253.5% | -209.9% | -23.0% |
| 5Y | +53.2% | +578.6% | -525.4% | -41.2% |
| All | +277.6% | +1,362.1% | -1,084.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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