+278.9%
UNP vs EXC
+205.3%
+73.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | +4.2% | +1.4% | +2.9% | +3.6% |
| 30D | +5.6% | +8.6% | -3.0% | +2.1% |
| 3M | +2.0% | +2.4% | -0.4% | +0.9% |
| 6M | +15.4% | +6.5% | +8.9% | +12.2% |
| YTD | +32.7% | +9.0% | +23.7% | +27.2% |
| 1Y | +39.4% | +4.6% | +34.8% | +35.8% |
| 3Y | +54.3% | +33.5% | +20.8% | +32.5% |
| 5Y | +39.6% | +41.4% | -1.8% | +15.1% |
| All | +278.9% | +205.3% | +73.6% | +163.6% |
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