+397.9%
UNP vs ESI
+224.6%
+173.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.6% |
| 7D | -5.3% | +3.3% | -8.7% | -6.2% |
| 30D | -1.5% | -5.9% | +4.3% | -0.1% |
| 3M | +10.3% | -14.1% | +24.3% | +13.4% |
| 6M | +9.7% | +6.6% | +3.1% | +5.3% |
| YTD | +27.1% | +45.0% | -17.9% | +11.5% |
| 1Y | +32.6% | +41.5% | -8.9% | +16.5% |
| 3Y | +40.0% | +78.8% | -38.8% | +12.7% |
| 5Y | +50.8% | +70.9% | -20.0% | +20.6% |
| 10Y | +278.6% | +317.1% | -38.4% | +128.7% |
| All | +397.9% | +224.6% | +173.2% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling