+9,339.3%
UNP vs ES
+1,235.9%
+8,103.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.7% |
| 7D | -4.6% | +1.9% | -6.4% | -5.1% |
| 30D | +5.6% | +7.1% | -1.4% | +3.4% |
| 3M | -1.3% | -1.9% | +0.6% | -0.8% |
| 6M | +9.2% | +4.4% | +4.9% | +7.6% |
| YTD | +27.3% | +7.3% | +20.0% | +24.1% |
| 1Y | +35.9% | +2.1% | +33.8% | +33.9% |
| 3Y | +45.5% | +41.8% | +3.6% | +27.7% |
| 5Y | +36.0% | +1.4% | +34.5% | +31.5% |
| 10Y | +307.2% | +86.8% | +220.4% | +221.8% |
| All | +9,339.3% | +1,235.9% | +8,103.3% | +4,322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling