+277.6%
UNP vs ELV
+278.6%
-0.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.7% |
| 7D | -1.8% | +2.8% | -4.6% | -2.6% |
| 30D | -2.7% | +4.9% | -7.6% | -4.2% |
| 3M | +6.5% | +4.9% | +1.6% | +4.3% |
| 6M | +14.4% | +45.1% | -30.7% | +1.4% |
| YTD | +24.8% | +20.7% | +4.1% | +15.8% |
| 1Y | +34.4% | +35.0% | -0.6% | +19.8% |
| 3Y | +43.6% | -2.4% | +46.0% | +38.5% |
| 5Y | +53.2% | +25.5% | +27.8% | +30.3% |
| All | +277.6% | +278.6% | -0.9% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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