+282.5%
UNP vs ESI
+308.3%
-25.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -1.7% | +3.9% | -5.6% | -2.9% |
| 30D | -2.1% | -3.8% | +1.7% | -1.1% |
| 3M | +5.4% | -13.1% | +18.6% | +8.8% |
| 6M | +13.4% | +11.3% | +2.0% | +6.0% |
| YTD | +25.0% | +44.1% | -19.1% | +6.0% |
| 1Y | +34.6% | +40.3% | -5.8% | +14.5% |
| 3Y | +43.6% | +84.1% | -40.4% | +7.2% |
| 5Y | +51.7% | +75.8% | -24.1% | +11.7% |
| 10Y | +282.5% | +320.7% | -38.2% | +92.3% |
| All | +282.5% | +308.3% | -25.8% | +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