+51.7%
UNP vs EWT
+152.9%
-101.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.7% | +2.1% | -3.9% | -2.2% |
| 30D | -2.1% | +9.4% | -11.5% | -4.3% |
| 3M | +5.4% | +10.9% | -5.4% | +2.1% |
| 6M | +13.4% | +57.9% | -44.6% | -2.6% |
| YTD | +25.0% | +75.9% | -51.0% | +3.3% |
| 1Y | +34.6% | +89.7% | -55.1% | +8.0% |
| 3Y | +43.6% | +200.9% | -157.3% | -7.4% |
| 5Y | +51.7% | +154.5% | -102.8% | +1.1% |
| All | +51.7% | +152.9% | -101.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling