+277.6%
UNP vs ETR
+296.9%
-19.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.8% | -1.8% | 0.0% | -1.1% |
| 30D | -2.7% | -1.8% | -1.0% | -2.1% |
| 3M | +6.5% | -3.6% | +10.1% | +7.9% |
| 6M | +14.4% | +2.6% | +11.8% | +12.8% |
| YTD | +24.8% | +16.0% | +8.8% | +17.3% |
| 1Y | +34.4% | +20.1% | +14.3% | +24.4% |
| 3Y | +43.6% | +143.6% | -100.0% | -2.8% |
| 5Y | +53.2% | +124.4% | -71.1% | +6.2% |
| All | +277.6% | +296.9% | -19.2% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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