+34.6%
UNP vs ELF
-27.0%
+61.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | -1.7% | -6.8% | +5.1% | -1.5% |
| 30D | -2.1% | +5.1% | -7.2% | -2.3% |
| 3M | +5.4% | +79.8% | -74.3% | +3.1% |
| 6M | +13.4% | +29.7% | -16.3% | +11.8% |
| YTD | +25.0% | +31.6% | -6.7% | +23.2% |
| 1Y | +34.6% | -27.9% | +62.5% | +34.9% |
| All | +34.6% | -27.0% | +61.6% | +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