+278.9%
UNP vs EWZ
+68.6%
+210.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.2% | +0.8% | +3.5% | +4.0% |
| 30D | +5.6% | -24.4% | +30.0% | +12.9% |
| 3M | +2.0% | -4.6% | +6.6% | +1.5% |
| 6M | +15.4% | -11.6% | +27.0% | +17.1% |
| YTD | +32.7% | +2.4% | +30.3% | +28.4% |
| 1Y | +39.4% | +2.1% | +37.4% | +34.8% |
| 3Y | +54.3% | +18.7% | +35.6% | +40.6% |
| 5Y | +39.6% | +54.2% | -14.5% | +13.9% |
| All | +278.9% | +68.6% | +210.3% | +198.7% |
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