+277.6%
UNP vs EWZ
+94.8%
+182.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -2.7% | +12.8% | -15.5% | -6.1% |
| 3M | +6.5% | +10.8% | -4.3% | +3.2% |
| 6M | +14.4% | +2.5% | +11.9% | +13.0% |
| YTD | +24.8% | +21.4% | +3.5% | +17.0% |
| 1Y | +34.4% | +32.8% | +1.6% | +22.5% |
| 3Y | +43.6% | +45.2% | -1.6% | +25.7% |
| 5Y | +53.2% | +63.0% | -9.8% | +26.0% |
| All | +277.6% | +94.8% | +182.9% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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