+282.5%
UNP vs XLB
+158.8%
+123.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | -1.7% | -2.9% | +1.2% | +0.6% |
| 30D | -2.1% | -3.4% | +1.3% | +0.5% |
| 3M | +5.4% | +1.6% | +3.8% | +3.7% |
| 6M | +13.4% | +3.6% | +9.7% | +9.2% |
| YTD | +25.0% | +14.2% | +10.7% | +11.0% |
| 1Y | +34.6% | +15.6% | +19.0% | +18.1% |
| 3Y | +43.6% | +33.1% | +10.5% | +11.0% |
| 5Y | +51.7% | +35.0% | +16.7% | +13.9% |
| 10Y | +282.5% | +164.5% | +118.0% | +52.3% |
| All | +282.5% | +158.8% | +123.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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