+279.5%
UNP vs EL
+25.3%
+254.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | -1.2% | -4.4% | +3.2% | -0.1% |
| 30D | -2.0% | +10.3% | -12.2% | -4.8% |
| 3M | +7.5% | +13.4% | -5.8% | +3.4% |
| 6M | +15.3% | +3.1% | +12.3% | +12.7% |
| YTD | +25.4% | -6.9% | +32.3% | +24.6% |
| 1Y | +35.6% | +11.9% | +23.7% | +26.8% |
| 3Y | +44.1% | -33.8% | +78.0% | +49.5% |
| 5Y | +54.0% | -69.0% | +122.9% | +107.9% |
| All | +279.5% | +25.3% | +254.2% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling