+1,954.6%
UNP vs ET
+1,435.7%
+518.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -1.1% | +6.9% | -8.0% | -2.8% |
| 3M | +7.9% | +13.1% | -5.2% | +4.5% |
| 6M | +14.6% | +18.7% | -4.1% | +9.6% |
| YTD | +26.6% | +37.4% | -10.9% | +16.5% |
| 1Y | +35.6% | +34.8% | +0.7% | +25.3% |
| 3Y | +45.5% | +96.8% | -51.3% | +21.4% |
| 5Y | +50.0% | +238.2% | -188.2% | +8.0% |
| 10Y | +271.8% | +159.4% | +112.4% | +164.1% |
| All | +1,954.6% | +1,435.7% | +518.9% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling