+51.9%
UNP vs EMR
+106.0%
-54.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +8.0% | +3.5% | +4.5% | +6.7% |
| 3M | +3.3% | +5.9% | -2.6% | +1.3% |
| 6M | +14.7% | +19.4% | -4.7% | +7.5% |
| YTD | +31.9% | +27.7% | +4.3% | +19.7% |
| 1Y | +37.1% | +30.9% | +6.2% | +23.0% |
| 3Y | +51.9% | +104.2% | -52.3% | +15.9% |
| All | +51.9% | +106.0% | -54.1% | +15.9% |
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