+34.6%
UNP vs ESI
+38.0%
-3.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -1.7% | +3.9% | -5.6% | -2.0% |
| 30D | -2.1% | -3.8% | +1.7% | -1.9% |
| 3M | +5.4% | -13.1% | +18.6% | +6.1% |
| 6M | +13.4% | +11.3% | +2.0% | +9.3% |
| YTD | +25.0% | +44.1% | -19.1% | +15.7% |
| 1Y | +34.6% | +40.3% | -5.8% | +25.0% |
| All | +34.6% | +38.0% | -3.5% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling