+288.4%
UNP vs EMR
+281.1%
+7.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.1% |
| 30D | +7.3% | +2.8% | +4.5% | +5.6% |
| 3M | +3.6% | +2.0% | +1.7% | +2.2% |
| 6M | +15.8% | +20.7% | -4.9% | +3.6% |
| YTD | +32.6% | +27.3% | +5.3% | +13.5% |
| 1Y | +37.2% | +31.0% | +6.2% | +15.4% |
| 3Y | +52.6% | +103.6% | -51.0% | -4.3% |
| 5Y | +40.6% | +88.6% | -48.0% | -9.9% |
| 10Y | +288.4% | +280.6% | +7.8% | +56.3% |
| All | +288.4% | +281.1% | +7.4% | +56.3% |
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