+35.6%
UNP vs XME
+37.7%
-2.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.4% |
| 7D | -1.2% | -3.0% | +1.9% | -1.1% |
| 30D | -2.0% | -2.6% | +0.6% | -1.9% |
| 3M | +7.5% | +2.2% | +5.4% | +7.7% |
| 6M | +15.3% | +0.7% | +14.6% | +14.7% |
| YTD | +25.4% | +10.9% | +14.5% | +23.7% |
| 1Y | +35.6% | +35.7% | -0.1% | +33.3% |
| All | +35.6% | +37.7% | -2.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling