+9,321.7%
UNP vs EXC
+2,353.7%
+6,968.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -1.5% | -3.7% | +2.2% | -0.4% |
| 3M | +10.3% | -1.3% | +11.5% | +10.6% |
| 6M | +9.7% | -9.7% | +19.4% | +13.1% |
| YTD | +27.1% | +2.9% | +24.2% | +25.4% |
| 1Y | +32.6% | +4.4% | +28.2% | +29.9% |
| 3Y | +40.0% | +22.2% | +17.8% | +28.5% |
| 5Y | +50.8% | +46.7% | +4.1% | +29.5% |
| 10Y | +278.6% | +155.3% | +123.3% | +166.8% |
| All | +9,321.7% | +2,353.7% | +6,968.0% | +3,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling