+9,738.8%
UNP vs ETR
+4,604.0%
+5,134.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.2% | +1.2% | +3.1% | +3.8% |
| 30D | +5.6% | +7.0% | -1.4% | +3.2% |
| 3M | +2.0% | +4.6% | -2.6% | +0.4% |
| 6M | +15.4% | +0.1% | +15.3% | +15.1% |
| YTD | +32.7% | +23.2% | +9.5% | +23.1% |
| 1Y | +39.4% | +20.6% | +18.8% | +30.1% |
| 3Y | +54.3% | +156.3% | -102.0% | +9.1% |
| 5Y | +39.6% | +159.6% | -120.0% | -2.4% |
| 10Y | +288.9% | +377.1% | -88.2% | +118.5% |
| All | +9,738.8% | +4,604.0% | +5,134.7% | +3,104.7% |
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