+279.5%
UNP vs EXC
+159.4%
+120.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -1.6% | +0.5% | -0.5% |
| 30D | -2.0% | -2.4% | +0.4% | -1.1% |
| 3M | +7.5% | -4.0% | +11.5% | +9.1% |
| 6M | +15.3% | -9.8% | +25.1% | +19.8% |
| YTD | +25.4% | +2.3% | +23.1% | +23.5% |
| 1Y | +35.6% | +3.8% | +31.8% | +32.4% |
| 3Y | +44.1% | +19.7% | +24.4% | +30.1% |
| 5Y | +54.0% | +45.6% | +8.4% | +25.7% |
| All | +279.5% | +159.4% | +120.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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