+6,751.1%
UNP vs EME
+62,686.5%
-55,935.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.1% |
| 7D | -0.7% | +5.2% | -5.9% | -2.2% |
| 30D | -1.1% | -5.4% | +4.2% | +0.2% |
| 3M | +7.9% | -6.1% | +14.0% | +8.4% |
| 6M | +14.6% | +9.7% | +5.0% | +9.7% |
| YTD | +26.6% | +26.6% | 0.0% | +15.7% |
| 1Y | +35.6% | +24.6% | +10.9% | +22.8% |
| 3Y | +45.5% | +249.6% | -204.1% | -6.9% |
| 5Y | +50.0% | +556.6% | -506.6% | -21.7% |
| 10Y | +271.8% | +1,286.6% | -1,014.8% | +52.6% |
| All | +6,751.1% | +62,686.5% | -55,935.4% | +1,836.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling