+50.0%
UNP vs EL
-67.4%
+117.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | -1.1% | +15.5% | -16.6% | -3.7% |
| 3M | +7.9% | +20.6% | -12.7% | +4.1% |
| 6M | +14.6% | +10.5% | +4.2% | +11.7% |
| YTD | +26.6% | -1.9% | +28.5% | +25.1% |
| 1Y | +35.6% | +16.1% | +19.5% | +29.1% |
| 3Y | +45.5% | -30.2% | +75.7% | +47.9% |
| 5Y | +50.0% | -67.4% | +117.4% | +88.2% |
| All | +50.0% | -67.4% | +117.4% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling