+9,339.3%
UNP vs EXC
+2,465.1%
+6,874.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.0% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | +5.6% | +10.0% | -4.3% | +2.4% |
| 3M | -1.3% | +1.6% | -2.9% | -1.9% |
| 6M | +9.2% | +3.3% | +6.0% | +7.9% |
| YTD | +27.3% | +7.6% | +19.8% | +23.7% |
| 1Y | +35.9% | +3.5% | +32.4% | +33.7% |
| 3Y | +45.5% | +27.7% | +17.8% | +31.7% |
| 5Y | +36.0% | +41.1% | -5.1% | +18.3% |
| 10Y | +307.2% | +178.2% | +129.0% | +179.4% |
| All | +9,339.3% | +2,465.1% | +6,874.2% | +3,934.5% |
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