+35.6%
UNP vs EL
+11.6%
+24.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -1.2% | -4.4% | +3.2% | -0.8% |
| 30D | -2.0% | +10.3% | -12.2% | -2.7% |
| 3M | +7.5% | +13.4% | -5.8% | +6.5% |
| 6M | +15.3% | +3.1% | +12.3% | +15.1% |
| YTD | +25.4% | -6.9% | +32.3% | +25.0% |
| 1Y | +35.6% | +11.9% | +23.7% | +34.6% |
| All | +35.6% | +11.6% | +24.0% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling