+282.5%
UNP vs EMR
+266.1%
+16.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -2.1% | -5.0% | +2.8% | +0.4% |
| 3M | +5.4% | +5.9% | -0.5% | +1.6% |
| 6M | +13.4% | +7.3% | +6.1% | +7.5% |
| YTD | +25.0% | +14.6% | +10.4% | +13.4% |
| 1Y | +34.6% | +15.6% | +18.9% | +20.7% |
| 3Y | +43.6% | +60.2% | -16.5% | +3.2% |
| 5Y | +51.7% | +65.8% | -14.1% | +4.4% |
| 10Y | +282.5% | +277.4% | +5.1% | +55.8% |
| All | +282.5% | +266.1% | +16.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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