+1,955.6%
UNP vs XME
+175.1%
+1,780.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | +2.1% | +5.3% | -3.2% | -0.2% |
| 30D | +7.7% | -8.2% | +15.9% | +11.1% |
| 3M | +4.0% | -18.4% | +22.4% | +12.1% |
| 6M | +15.7% | -22.8% | +38.5% | +25.7% |
| YTD | +33.5% | -7.9% | +41.4% | +32.7% |
| 1Y | +38.9% | -0.9% | +39.8% | +33.4% |
| 3Y | +53.7% | +96.0% | -42.3% | +6.4% |
| 5Y | +40.4% | +110.3% | -69.9% | -9.0% |
| 10Y | +291.1% | +272.8% | +18.3% | +82.2% |
| All | +1,955.6% | +175.1% | +1,780.5% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling