+9,321.7%
UNP vs ETR
+4,412.2%
+4,909.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -5.3% | +1.4% | -6.8% | -5.8% |
| 30D | -1.5% | +1.0% | -2.5% | -1.9% |
| 3M | +10.3% | -1.3% | +11.5% | +10.6% |
| 6M | +9.7% | +1.9% | +7.8% | +8.6% |
| YTD | +27.1% | +18.2% | +8.9% | +19.6% |
| 1Y | +32.6% | +24.7% | +7.9% | +22.3% |
| 3Y | +40.0% | +150.7% | -110.7% | -0.3% |
| 5Y | +50.8% | +127.0% | -76.2% | +10.3% |
| 10Y | +278.6% | +295.5% | -16.8% | +125.9% |
| All | +9,321.7% | +4,412.2% | +4,909.5% | +3,013.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling