+9,283.7%
UNP vs XEL
+1,965.5%
+7,318.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -0.7% | +1.3% | -2.1% | -1.1% |
| 30D | -1.1% | -1.5% | +0.4% | -0.7% |
| 3M | +7.9% | -0.2% | +8.1% | +7.8% |
| 6M | +14.6% | -5.4% | +20.1% | +16.3% |
| YTD | +26.6% | +5.6% | +20.9% | +24.2% |
| 1Y | +35.6% | +10.5% | +25.1% | +31.1% |
| 3Y | +45.5% | +49.2% | -3.7% | +27.2% |
| 5Y | +50.0% | +30.1% | +19.9% | +36.1% |
| 10Y | +271.8% | +146.7% | +125.1% | +178.4% |
| All | +9,283.7% | +1,965.5% | +7,318.2% | +3,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling