+277.6%
UNP vs ET
+177.0%
+100.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.7% | +2.9% | -5.6% | -3.6% |
| 3M | +6.5% | +16.8% | -10.3% | +1.7% |
| 6M | +14.4% | +18.9% | -4.5% | +8.4% |
| YTD | +24.8% | +37.7% | -12.9% | +13.2% |
| 1Y | +34.4% | +32.4% | +2.0% | +23.1% |
| 3Y | +43.6% | +99.5% | -55.9% | +15.3% |
| 5Y | +53.2% | +244.0% | -190.7% | +3.2% |
| All | +277.6% | +177.0% | +100.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling