+278.9%
UNP vs EMR
+279.2%
-0.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +2.8% | +1.4% | +2.7% |
| 30D | +5.6% | +3.7% | +1.9% | +3.5% |
| 3M | +2.0% | +2.0% | 0.0% | +0.6% |
| 6M | +15.4% | +22.1% | -6.7% | +2.6% |
| YTD | +32.7% | +27.2% | +5.5% | +13.6% |
| 1Y | +39.4% | +32.0% | +7.4% | +16.8% |
| 3Y | +54.3% | +103.3% | -49.0% | -3.2% |
| 5Y | +39.6% | +88.2% | -48.6% | -10.4% |
| All | +278.9% | +279.2% | -0.3% | +52.3% |
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