+293.8%
UNP vs EXC
+176.1%
+117.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -3.3% | -1.7% | -1.5% | -2.6% |
| 30D | +6.7% | +9.3% | -2.6% | +2.9% |
| 3M | +1.8% | +1.0% | +0.8% | +1.2% |
| 6M | +13.3% | +5.9% | +7.4% | +10.4% |
| YTD | +30.3% | +7.6% | +22.7% | +25.7% |
| 1Y | +36.9% | +2.4% | +34.5% | +34.6% |
| 3Y | +50.9% | +30.2% | +20.7% | +31.2% |
| 5Y | +37.9% | +41.4% | -3.4% | +14.0% |
| 10Y | +293.8% | +183.8% | +110.0% | +182.7% |
| All | +293.8% | +176.1% | +117.7% | +182.7% |
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