+282.5%
UNP vs EXPE
+153.6%
+128.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.7% | -11.5% | +9.8% | +0.7% |
| 30D | -2.1% | -13.1% | +10.9% | +0.5% |
| 3M | +5.4% | +18.1% | -12.7% | +1.1% |
| 6M | +13.4% | +13.3% | +0.1% | +9.0% |
| YTD | +25.0% | -3.2% | +28.2% | +23.1% |
| 1Y | +34.6% | +26.1% | +8.4% | +23.9% |
| 3Y | +43.6% | +151.7% | -108.1% | +8.1% |
| 5Y | +51.7% | +88.3% | -36.6% | +16.1% |
| 10Y | +282.5% | +158.0% | +124.5% | +133.6% |
| All | +282.5% | +153.6% | +128.9% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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