+278.1%
UNP vs EL
+28.3%
+249.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.6% |
| 7D | -1.7% | -2.4% | +0.6% | -1.1% |
| 30D | -2.1% | +13.7% | -15.8% | -5.7% |
| 3M | +5.4% | +14.5% | -9.0% | +1.2% |
| 6M | +13.4% | +7.4% | +6.0% | +9.6% |
| YTD | +25.0% | -4.7% | +29.7% | +23.4% |
| 1Y | +34.6% | +12.9% | +21.6% | +25.6% |
| 3Y | +43.6% | -32.2% | +75.9% | +48.1% |
| 5Y | +51.7% | -68.4% | +120.1% | +104.2% |
| All | +278.1% | +28.3% | +249.8% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling