+138.9%
UNP vs XLC
+141.1%
-2.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -1.7% | -1.4% | -0.3% | -0.9% |
| 30D | -2.1% | -0.9% | -1.2% | -1.7% |
| 3M | +5.4% | -0.3% | +5.8% | +5.2% |
| 6M | +13.4% | -5.2% | +18.6% | +16.4% |
| YTD | +25.0% | -5.3% | +30.3% | +28.3% |
| 1Y | +34.6% | -2.8% | +37.4% | +35.9% |
| 3Y | +43.6% | +71.2% | -27.6% | +1.7% |
| 5Y | +51.7% | +37.6% | +14.2% | +23.6% |
| All | +138.9% | +141.1% | -2.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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