+110.7%
UNP vs ESTC
+31.2%
+79.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.6% |
| 7D | -5.3% | -8.1% | +2.8% | -4.5% |
| 30D | -1.5% | +31.7% | -33.2% | -4.9% |
| 3M | +10.3% | +41.1% | -30.8% | +5.5% |
| 6M | +9.7% | +77.1% | -67.4% | +1.6% |
| YTD | +27.1% | +21.7% | +5.4% | +22.7% |
| 1Y | +32.6% | +8.4% | +24.2% | +29.2% |
| 3Y | +40.0% | +23.6% | +16.4% | +27.9% |
| 5Y | +50.8% | -46.5% | +97.3% | +50.4% |
| All | +110.7% | +31.2% | +79.6% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling