+51.7%
UNP vs ETR
+122.8%
-71.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -2.1% | +2.0% | -4.2% | -2.8% |
| 3M | +5.4% | -1.7% | +7.1% | +5.9% |
| 6M | +13.4% | +3.6% | +9.8% | +11.7% |
| YTD | +25.0% | +18.0% | +6.9% | +17.9% |
| 1Y | +34.6% | +26.2% | +8.3% | +24.0% |
| 3Y | +43.6% | +148.0% | -104.4% | -0.8% |
| 5Y | +51.7% | +126.1% | -74.3% | +7.2% |
| All | +51.7% | +122.8% | -71.0% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling