+274.4%
UNP vs ELF
+299.0%
-24.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.8% |
| 7D | -1.2% | -10.8% | +9.7% | 0.0% |
| 30D | -2.0% | +0.8% | -2.8% | -2.1% |
| 3M | +7.5% | +64.8% | -57.2% | +1.3% |
| 6M | +15.3% | +19.0% | -3.6% | +12.2% |
| YTD | +25.4% | +25.9% | -0.5% | +20.6% |
| 1Y | +35.6% | -28.8% | +64.4% | +37.3% |
| 3Y | +44.1% | -29.6% | +73.8% | +37.4% |
| 5Y | +54.0% | +216.2% | -162.3% | +12.0% |
| All | +274.4% | +299.0% | -24.6% | +134.2% |
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