+50.0%
UNP vs EW
-28.5%
+78.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | -0.7% | -4.4% | +3.7% | 0.0% |
| 30D | -1.1% | -3.3% | +2.2% | -0.6% |
| 3M | +7.9% | +1.0% | +6.8% | +7.6% |
| 6M | +14.6% | +6.2% | +8.4% | +13.2% |
| YTD | +26.6% | +1.7% | +24.9% | +25.8% |
| 1Y | +35.6% | +8.1% | +27.4% | +33.2% |
| 3Y | +45.5% | +17.1% | +28.4% | +36.3% |
| 5Y | +50.0% | -29.4% | +79.3% | +50.4% |
| All | +50.0% | -28.5% | +78.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling