+50.9%
UNP vs ESI
+77.3%
-26.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.6% |
| 7D | -3.3% | -3.5% | +0.2% | -2.8% |
| 30D | +6.7% | -9.3% | +16.0% | +8.0% |
| 3M | +1.8% | -12.8% | +14.6% | +3.6% |
| 6M | +13.3% | -24.6% | +37.9% | +17.5% |
| YTD | +30.3% | +32.7% | -2.4% | +16.5% |
| 1Y | +36.9% | +20.3% | +16.6% | +25.3% |
| 3Y | +50.9% | +80.2% | -29.3% | +17.7% |
| All | +50.9% | +77.3% | -26.4% | +17.7% |
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