+52.2%
UNP vs EXPD
+61.6%
-9.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | -1.5% | +4.1% | -5.6% | -2.9% |
| 3M | +10.3% | +17.9% | -7.6% | +4.0% |
| 6M | +9.7% | +29.2% | -19.6% | -0.2% |
| YTD | +27.1% | +27.4% | -0.3% | +15.3% |
| 1Y | +32.6% | +56.8% | -24.3% | +10.1% |
| 3Y | +40.0% | +68.0% | -28.1% | +11.1% |
| All | +52.2% | +61.6% | -9.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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