+45.5%
UNP vs EMR
+62.0%
-16.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +3.1% | -3.8% | -1.7% |
| 30D | -1.1% | -3.5% | +2.4% | -0.1% |
| 3M | +7.9% | +9.8% | -1.9% | +4.2% |
| 6M | +14.6% | +10.8% | +3.8% | +9.8% |
| YTD | +26.6% | +15.9% | +10.6% | +18.7% |
| 1Y | +35.6% | +16.4% | +19.1% | +26.4% |
| 3Y | +45.5% | +62.1% | -16.6% | +20.6% |
| All | +45.5% | +62.0% | -16.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling