+54.0%
UNP vs ELV
+19.4%
+34.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -2.0% | +6.7% | -8.7% | -3.1% |
| 3M | +7.5% | +3.0% | +4.6% | +6.7% |
| 6M | +15.3% | +48.0% | -32.6% | +7.3% |
| YTD | +25.4% | +20.0% | +5.4% | +20.3% |
| 1Y | +35.6% | +37.9% | -2.3% | +26.3% |
| 3Y | +44.1% | -2.8% | +47.0% | +42.1% |
| 5Y | +54.0% | +24.8% | +29.2% | +39.2% |
| All | +54.0% | +19.4% | +34.5% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling