+43.8%
UNP vs EWZ
+45.8%
-2.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.1% | +8.2% | -10.3% | -3.7% |
| 3M | +5.4% | +13.3% | -7.9% | +2.5% |
| 6M | +13.4% | +3.6% | +9.8% | +12.2% |
| YTD | +25.0% | +21.0% | +4.0% | +18.9% |
| 1Y | +34.6% | +34.7% | -0.1% | +24.6% |
| All | +43.8% | +45.8% | -2.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling