+278.9%
UNP vs EWT
+448.9%
-170.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +9.1% | -4.9% | +0.4% |
| 30D | +5.6% | -12.2% | +17.8% | +10.5% |
| 3M | +2.0% | -9.4% | +11.4% | +4.9% |
| 6M | +15.4% | +2.7% | +12.7% | +10.0% |
| YTD | +32.7% | +53.3% | -20.6% | +2.1% |
| 1Y | +39.4% | +59.2% | -19.7% | +5.0% |
| 3Y | +54.3% | +157.1% | -102.8% | -15.4% |
| 5Y | +39.6% | +119.6% | -80.0% | -16.4% |
| All | +278.9% | +448.9% | -170.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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