+39.4%
UNP vs ELF
+53.2%
-13.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.8% |
| 7D | +4.2% | +1.6% | +2.6% | +4.1% |
| 30D | +5.6% | +9.1% | -3.5% | +5.1% |
| 3M | +2.0% | +28.2% | -26.1% | +0.8% |
| 6M | +15.4% | +119.5% | -104.1% | +10.2% |
| YTD | +32.7% | +55.2% | -22.4% | +28.8% |
| 1Y | +39.4% | +58.6% | -19.2% | +34.9% |
| All | +39.4% | +53.2% | -13.8% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling