+61.6%
UNP vs EXE
+191.4%
-129.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | -5.3% | -0.3% | -5.1% | -5.3% |
| 30D | -1.5% | +8.5% | -10.0% | -2.6% |
| 3M | +10.3% | +5.5% | +4.8% | +9.3% |
| 6M | +9.7% | -5.9% | +15.6% | +10.3% |
| YTD | +27.1% | -9.7% | +36.8% | +28.4% |
| 1Y | +32.6% | +3.6% | +29.0% | +30.8% |
| 3Y | +40.0% | +18.0% | +22.0% | +34.0% |
| 5Y | +50.8% | +109.4% | -58.6% | +32.8% |
| All | +61.6% | +191.4% | -129.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling