+54.0%
UNP vs EME
+540.8%
-486.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | -2.0% | -8.4% | +6.4% | -0.6% |
| 3M | +7.5% | -3.6% | +11.1% | +7.6% |
| 6M | +15.3% | +3.6% | +11.8% | +13.5% |
| YTD | +25.4% | +22.5% | +2.9% | +19.0% |
| 1Y | +35.6% | +18.2% | +17.4% | +27.9% |
| 3Y | +44.1% | +238.4% | -194.2% | -4.9% |
| 5Y | +54.0% | +550.5% | -496.6% | -24.5% |
| All | +54.0% | +540.8% | -486.9% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling