+278.9%
UNP vs ESI
+318.1%
-39.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +4.2% | +5.5% | -1.3% | +2.5% |
| 30D | +5.6% | -7.8% | +13.3% | +7.6% |
| 3M | +2.0% | -15.0% | +17.0% | +6.2% |
| 6M | +15.4% | -24.9% | +40.3% | +23.2% |
| YTD | +32.7% | +33.2% | -0.5% | +13.9% |
| 1Y | +39.4% | +24.9% | +14.5% | +22.1% |
| 3Y | +54.3% | +77.8% | -23.5% | +14.4% |
| 5Y | +39.6% | +37.1% | +2.5% | +11.3% |
| All | +278.9% | +318.1% | -39.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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