+50.0%
UNP vs XLC
+37.3%
+12.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -1.1% | +0.2% | -1.4% | -1.3% |
| 3M | +7.9% | +0.6% | +7.2% | +7.3% |
| 6M | +14.6% | -4.5% | +19.1% | +16.6% |
| YTD | +26.6% | -4.7% | +31.3% | +28.8% |
| 1Y | +35.6% | -1.7% | +37.2% | +36.0% |
| 3Y | +45.5% | +72.3% | -26.8% | +14.9% |
| 5Y | +50.0% | +37.8% | +12.2% | +27.6% |
| All | +50.0% | +37.3% | +12.7% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling