+68.7%
UNP vs EXE
+165.2%
-96.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.2% | +5.3% | -1.1% | +3.5% |
| 30D | +5.6% | -2.2% | +7.8% | +5.9% |
| 3M | +2.0% | -5.9% | +7.9% | +2.7% |
| 6M | +15.4% | -5.7% | +21.1% | +16.0% |
| YTD | +32.7% | -17.8% | +50.6% | +35.6% |
| 1Y | +39.4% | -23.1% | +62.6% | +43.7% |
| 3Y | +54.3% | +21.2% | +33.1% | +46.6% |
| 5Y | +39.6% | +78.8% | -39.2% | +25.4% |
| All | +68.7% | +165.2% | -96.4% | +47.0% |
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