+9,796.0%
UNP vs EMR
+4,421.8%
+5,374.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +2.7% | -0.6% | +0.8% |
| 30D | +7.7% | +2.1% | +5.6% | +6.5% |
| 3M | +4.0% | +2.3% | +1.8% | +2.5% |
| 6M | +15.7% | +22.5% | -6.8% | +3.5% |
| YTD | +33.5% | +27.2% | +6.3% | +15.8% |
| 1Y | +38.9% | +28.0% | +10.9% | +20.0% |
| 3Y | +53.7% | +103.4% | -49.8% | +2.2% |
| 5Y | +40.4% | +88.2% | -47.7% | -4.4% |
| 10Y | +291.1% | +280.3% | +10.8% | +82.2% |
| All | +9,796.0% | +4,421.8% | +5,374.2% | +1,623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling