+274.7%
UNP vs ES
+83.4%
+191.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -1.5% | -2.0% | +0.4% | -0.9% |
| 3M | +10.3% | +1.7% | +8.6% | +9.5% |
| 6M | +9.7% | -3.5% | +13.2% | +10.7% |
| YTD | +27.1% | +7.9% | +19.2% | +23.3% |
| 1Y | +32.6% | +17.2% | +15.4% | +24.0% |
| 3Y | +40.0% | +29.3% | +10.7% | +24.1% |
| 5Y | +50.8% | -5.7% | +56.6% | +49.2% |
| All | +274.7% | +83.4% | +191.3% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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