+106.9%
UNP vs ELAN
-27.0%
+133.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -1.7% | -4.6% | +2.9% | -0.8% |
| 30D | -2.1% | +5.7% | -7.8% | -3.4% |
| 3M | +5.4% | -3.9% | +9.3% | +5.8% |
| 6M | +13.4% | -1.6% | +15.0% | +12.2% |
| YTD | +25.0% | +4.1% | +20.9% | +21.9% |
| 1Y | +34.6% | +25.5% | +9.0% | +25.5% |
| 3Y | +43.6% | +103.2% | -59.6% | +11.8% |
| 5Y | +51.7% | -29.8% | +81.5% | +58.7% |
| All | +106.9% | -27.0% | +133.9% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling