+45.5%
UNP vs ELF
-23.6%
+69.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.2% |
| 7D | -0.7% | -1.2% | +0.4% | -0.7% |
| 30D | -1.1% | +5.9% | -7.0% | -1.5% |
| 3M | +7.9% | +99.5% | -91.7% | +3.9% |
| 6M | +14.6% | +26.5% | -11.9% | +12.8% |
| YTD | +26.6% | +37.2% | -10.6% | +23.8% |
| 1Y | +35.6% | -24.4% | +60.0% | +36.0% |
| 3Y | +45.5% | -23.3% | +68.8% | +33.7% |
| All | +45.5% | -23.6% | +69.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling