+58.7%
UNP vs EXE
+182.2%
-123.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | +6.5% | +9.6% | -3.1% | +5.1% |
| 6M | +14.4% | -11.6% | +26.0% | +16.0% |
| YTD | +24.8% | -12.6% | +37.4% | +26.6% |
| 1Y | +34.4% | +1.2% | +33.2% | +33.0% |
| 3Y | +43.6% | +18.0% | +25.5% | +37.3% |
| 5Y | +53.2% | +101.1% | -47.9% | +35.5% |
| All | +58.7% | +182.2% | -123.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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