+50.0%
UNP vs ESI
+77.4%
-27.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -2.0% |
| 30D | -1.1% | -4.2% | +3.1% | -0.2% |
| 3M | +7.9% | -9.6% | +17.5% | +9.3% |
| 6M | +14.6% | +18.3% | -3.7% | +6.4% |
| YTD | +26.6% | +45.8% | -19.2% | +9.7% |
| 1Y | +35.6% | +39.2% | -3.6% | +18.6% |
| 3Y | +45.5% | +86.3% | -40.8% | +12.3% |
| 5Y | +50.0% | +76.2% | -26.2% | +11.7% |
| All | +50.0% | +77.4% | -27.4% | +11.7% |
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 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