+46.9%
UNP vs ESI
+81.9%
-35.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.4% |
| 7D | -5.3% | +3.3% | -8.7% | -5.9% |
| 30D | -1.5% | -5.9% | +4.3% | -0.6% |
| 3M | +10.3% | -14.1% | +24.3% | +12.4% |
| 6M | +9.7% | +6.6% | +3.1% | +5.5% |
| YTD | +27.1% | +45.0% | -17.9% | +12.7% |
| 1Y | +32.6% | +41.5% | -8.9% | +17.7% |
| All | +46.9% | +81.9% | -35.0% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling