+278.9%
UNP vs ENTG
+757.2%
-478.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.1% |
| 7D | +4.2% | +15.2% | -10.9% | +1.4% |
| 30D | +5.6% | -3.6% | +9.2% | +5.4% |
| 3M | +2.0% | -10.0% | +12.0% | +2.6% |
| 6M | +15.4% | +1.8% | +13.6% | +10.4% |
| YTD | +32.7% | +75.5% | -42.8% | +10.8% |
| 1Y | +39.4% | +82.4% | -43.0% | +15.0% |
| 3Y | +54.3% | +58.5% | -4.2% | +23.3% |
| 5Y | +39.6% | +0.4% | +39.3% | +19.3% |
| All | +278.9% | +757.2% | -478.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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