+37.9%
UNP vs ESI
+42.9%
-5.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.2% |
| 7D | -3.3% | -3.5% | +0.2% | -2.6% |
| 30D | +6.7% | -9.3% | +16.0% | +8.6% |
| 3M | +1.8% | -12.8% | +14.6% | +4.3% |
| 6M | +13.3% | -24.6% | +37.9% | +19.0% |
| YTD | +30.3% | +32.7% | -2.4% | +14.6% |
| 1Y | +36.9% | +20.3% | +16.6% | +23.7% |
| 3Y | +50.9% | +80.2% | -29.3% | +15.5% |
| 5Y | +37.9% | +40.0% | -2.0% | +13.8% |
| All | +37.9% | +42.9% | -5.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling