+5,076.5%
UNP vs EWT
+502.5%
+4,573.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +9.1% | -4.9% | +0.6% |
| 30D | +5.6% | -12.2% | +17.8% | +10.2% |
| 3M | +2.0% | -9.4% | +11.4% | +4.8% |
| 6M | +15.4% | +2.7% | +12.7% | +11.2% |
| YTD | +32.7% | +53.3% | -20.6% | +7.9% |
| 1Y | +39.4% | +59.2% | -19.7% | +11.5% |
| 3Y | +54.3% | +157.1% | -102.8% | -0.9% |
| 5Y | +39.6% | +119.6% | -80.0% | -5.1% |
| 10Y | +288.9% | +446.9% | -158.0% | +82.7% |
| All | +5,076.5% | +502.5% | +4,573.9% | +1,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling