+51.7%
UNP vs XME
+183.2%
-131.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | +1.4% | -3.5% | -2.6% |
| 3M | +5.4% | +2.7% | +2.7% | +4.3% |
| 6M | +13.4% | +6.5% | +6.9% | +9.9% |
| YTD | +25.0% | +15.2% | +9.8% | +17.3% |
| 1Y | +34.6% | +43.5% | -8.9% | +16.3% |
| 3Y | +43.6% | +135.9% | -92.2% | +1.9% |
| 5Y | +51.7% | +181.5% | -129.7% | +2.0% |
| All | +51.7% | +183.2% | -131.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling