+286.5%
UNP vs ESI
+307.7%
-21.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | -0.9% | -6.6% | +5.7% | +1.0% |
| 30D | +8.0% | -9.8% | +17.8% | +10.9% |
| 3M | +3.3% | -11.9% | +15.3% | +6.4% |
| 6M | +14.7% | -25.1% | +39.8% | +22.6% |
| YTD | +31.9% | +31.9% | 0.0% | +13.6% |
| 1Y | +37.1% | +19.2% | +17.9% | +22.1% |
| 3Y | +51.9% | +76.2% | -24.3% | +13.0% |
| 5Y | +39.3% | +39.4% | -0.1% | +10.2% |
| All | +286.5% | +307.7% | -21.2% | +92.3% |
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