+281.1%
UNP vs XME
+266.4%
+14.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | +2.1% | +5.3% | -3.2% | +0.1% |
| 30D | +7.7% | -8.2% | +15.9% | +10.7% |
| 3M | +4.0% | -18.4% | +22.4% | +11.1% |
| 6M | +15.7% | -22.8% | +38.5% | +24.7% |
| YTD | +33.5% | -7.9% | +41.4% | +32.3% |
| 1Y | +38.9% | -0.9% | +39.8% | +33.2% |
| 3Y | +53.7% | +96.0% | -42.3% | +6.7% |
| 5Y | +40.4% | +110.3% | -69.9% | -8.9% |
| All | +281.1% | +266.4% | +14.7% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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