+419.3%
UNP vs ESI
+207.0%
+212.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | +7.3% | -6.6% | +13.9% | +8.6% |
| 3M | +3.6% | -9.4% | +13.0% | +5.4% |
| 6M | +15.8% | -24.1% | +40.0% | +22.0% |
| YTD | +32.6% | +37.1% | -4.6% | +17.1% |
| 1Y | +37.2% | +24.5% | +12.7% | +24.2% |
| 3Y | +52.6% | +83.2% | -30.5% | +21.2% |
| 5Y | +40.6% | +44.0% | -3.4% | +17.1% |
| 10Y | +288.4% | +332.8% | -44.4% | +133.1% |
| All | +419.3% | +207.0% | +212.4% | +244.2% |
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