+288.4%
UNP vs EXEL
+354.7%
-66.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | +7.3% | +18.2% | -10.9% | +4.7% |
| 3M | +3.6% | +37.7% | -34.1% | -1.2% |
| 6M | +15.8% | +42.2% | -26.4% | +9.6% |
| YTD | +32.6% | +61.3% | -28.7% | +22.6% |
| 1Y | +37.2% | +64.5% | -27.3% | +26.4% |
| 3Y | +52.6% | +236.7% | -184.1% | +22.7% |
| 5Y | +40.6% | +296.3% | -255.7% | +8.3% |
| 10Y | +288.4% | +331.1% | -42.7% | +190.2% |
| All | +288.4% | +354.7% | -66.2% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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