+278.9%
UNP vs EW
+254.3%
+24.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | +4.2% | +4.9% | -0.7% | +2.9% |
| 30D | +5.6% | +23.9% | -18.4% | -0.4% |
| 3M | +2.0% | +15.8% | -13.7% | -2.1% |
| 6M | +15.4% | +31.7% | -16.2% | +6.7% |
| YTD | +32.7% | +25.7% | +7.0% | +23.7% |
| 1Y | +39.4% | +24.4% | +15.0% | +30.3% |
| 3Y | +54.3% | +65.9% | -11.6% | +25.7% |
| 5Y | +39.6% | -7.6% | +47.3% | +34.5% |
| All | +278.9% | +254.3% | +24.6% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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