+37.9%
UNP vs XLC
+38.9%
-0.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.4% |
| 7D | -3.3% | +7.1% | -10.3% | -5.8% |
| 30D | +6.7% | -2.7% | +9.4% | +7.8% |
| 3M | +1.8% | -3.2% | +5.0% | +2.8% |
| 6M | +13.3% | -7.7% | +21.0% | +16.6% |
| YTD | +30.3% | -8.0% | +38.3% | +34.1% |
| 1Y | +36.9% | -3.1% | +40.0% | +37.8% |
| 3Y | +50.9% | +64.9% | -14.0% | +21.2% |
| 5Y | +37.9% | +39.5% | -1.6% | +14.9% |
| All | +37.9% | +38.9% | -0.9% | +14.9% |
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