+289.1%
UNP vs ELF
+397.3%
-108.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.1% |
| 7D | -3.3% | +7.8% | -11.1% | -4.1% |
| 30D | +6.7% | +9.3% | -2.6% | +5.6% |
| 3M | +1.8% | +21.2% | -19.4% | -0.5% |
| 6M | +13.3% | +96.1% | -82.8% | +4.5% |
| YTD | +30.3% | +57.0% | -26.6% | +22.2% |
| 1Y | +36.9% | +61.9% | -24.9% | +27.7% |
| 3Y | +50.9% | +20.0% | +30.9% | +34.5% |
| 5Y | +37.9% | +284.8% | -246.8% | -1.7% |
| 10Y | +293.8% | +364.2% | -70.4% | +139.8% |
| All | +289.1% | +397.3% | -108.2% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling