+106.6%
UNP vs ELAN
-28.2%
+134.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -1.8% | -5.4% | +3.6% | -0.7% |
| 30D | -2.7% | +4.7% | -7.4% | -3.8% |
| 3M | +6.5% | -3.7% | +10.2% | +6.8% |
| 6M | +14.4% | -1.2% | +15.6% | +13.0% |
| YTD | +24.8% | +2.4% | +22.4% | +22.2% |
| 1Y | +34.4% | +23.4% | +11.0% | +25.8% |
| 3Y | +43.6% | +96.7% | -53.1% | +12.7% |
| 5Y | +53.2% | -30.6% | +83.8% | +60.5% |
| All | +106.6% | -28.2% | +134.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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