+275.0%
UNP vs XLRE
+109.5%
+165.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.3% |
| 30D | -2.1% | -2.2% | +0.1% | -0.8% |
| 3M | +5.4% | -2.6% | +8.1% | +7.1% |
| 6M | +13.4% | +2.6% | +10.8% | +11.5% |
| YTD | +25.0% | +9.3% | +15.7% | +18.2% |
| 1Y | +34.6% | +7.2% | +27.3% | +28.7% |
| 3Y | +43.6% | +31.3% | +12.3% | +20.0% |
| 5Y | +51.7% | +8.1% | +43.6% | +41.2% |
| 10Y | +282.5% | +88.9% | +193.6% | +160.0% |
| All | +275.0% | +109.5% | +165.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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