+45.5%
UNP vs EXE
+21.0%
+24.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.7% | -1.8% | +1.0% | -0.6% |
| 30D | -1.1% | +6.4% | -7.5% | -1.6% |
| 3M | +7.9% | +9.2% | -1.4% | +7.0% |
| 6M | +14.6% | -7.0% | +21.6% | +15.3% |
| YTD | +26.6% | -9.5% | +36.0% | +27.7% |
| 1Y | +35.6% | +6.2% | +29.3% | +33.9% |
| 3Y | +45.5% | +20.7% | +24.8% | +40.4% |
| All | +45.5% | +21.0% | +24.5% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling