+286.5%
UNP vs ELF
+335.2%
-48.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.9% | +6.3% | -7.2% | -1.6% |
| 30D | +8.0% | +8.5% | -0.5% | +7.0% |
| 3M | +3.3% | +24.4% | -21.1% | +0.7% |
| 6M | +14.7% | +94.7% | -80.0% | +5.8% |
| YTD | +31.9% | +55.9% | -23.9% | +23.8% |
| 1Y | +37.1% | +48.4% | -11.3% | +29.2% |
| 3Y | +51.9% | +24.6% | +27.2% | +34.5% |
| 5Y | +39.3% | +285.0% | -245.7% | -0.9% |
| All | +286.5% | +335.2% | -48.7% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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