+118.8%
UNP vs ESTC
+24.6%
+94.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.6% | +1.6% |
| 7D | -0.9% | -3.6% | +2.6% | -0.6% |
| 30D | +8.0% | -11.2% | +19.2% | +9.2% |
| 3M | +3.3% | +14.3% | -11.0% | +1.2% |
| 6M | +14.7% | +67.0% | -52.3% | +7.1% |
| YTD | +31.9% | +15.7% | +16.3% | +27.7% |
| 1Y | +37.1% | -6.3% | +43.4% | +35.9% |
| 3Y | +51.9% | +14.5% | +37.4% | +40.1% |
| 5Y | +39.3% | -49.9% | +89.2% | +40.2% |
| All | +118.8% | +24.6% | +94.1% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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