+4,857.0%
UNP vs EWT
+594.1%
+4,262.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -5.3% | +4.0% | -9.3% | -6.8% |
| 30D | -1.5% | +10.3% | -11.9% | -5.4% |
| 3M | +10.3% | +6.1% | +4.2% | +6.3% |
| 6M | +9.7% | +56.6% | -47.0% | -10.2% |
| YTD | +27.1% | +76.6% | -49.5% | -1.2% |
| 1Y | +32.6% | +97.9% | -65.3% | -1.9% |
| 3Y | +40.0% | +198.0% | -158.0% | -14.2% |
| 5Y | +50.8% | +151.8% | -100.9% | -1.8% |
| 10Y | +278.6% | +514.1% | -235.5% | +71.6% |
| All | +4,857.0% | +594.1% | +4,262.9% | +1,757.3% |
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