+54.0%
UNP vs XEL
+27.8%
+26.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.8% |
| 30D | -2.0% | -2.9% | +0.9% | -1.0% |
| 3M | +7.5% | -2.7% | +10.2% | +8.4% |
| 6M | +15.3% | -6.5% | +21.9% | +17.8% |
| YTD | +25.4% | +3.6% | +21.8% | +23.4% |
| 1Y | +35.6% | +7.5% | +28.1% | +31.4% |
| 3Y | +44.1% | +46.3% | -2.2% | +22.6% |
| 5Y | +54.0% | +30.5% | +23.4% | +38.8% |
| All | +54.0% | +27.8% | +26.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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