+279.5%
UNP vs EXEL
+386.3%
-106.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | -2.0% | +11.9% | -13.9% | -3.6% |
| 3M | +7.5% | +9.2% | -1.7% | +5.9% |
| 6M | +15.3% | +39.1% | -23.7% | +9.4% |
| YTD | +25.4% | +31.0% | -5.6% | +19.7% |
| 1Y | +35.6% | +52.3% | -16.7% | +26.0% |
| 3Y | +44.1% | +159.7% | -115.6% | +21.1% |
| 5Y | +54.0% | +187.7% | -133.8% | +25.3% |
| All | +279.5% | +386.3% | -106.8% | +182.6% |
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