+39.3%
UNP vs EXE
+66.0%
-26.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.6% |
| 30D | +8.0% | -0.3% | +8.3% | +8.0% |
| 3M | +3.3% | -9.3% | +12.7% | +4.6% |
| 6M | +14.7% | -7.2% | +21.9% | +15.5% |
| YTD | +31.9% | -18.9% | +50.8% | +35.1% |
| 1Y | +37.1% | -21.7% | +58.8% | +41.1% |
| 3Y | +51.9% | +21.0% | +30.9% | +43.5% |
| 5Y | +39.3% | +76.0% | -36.7% | +24.5% |
| All | +39.3% | +66.0% | -26.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling