+1,943.7%
UNP vs XME
+170.7%
+1,773.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | +5.6% | -6.1% | +11.7% | +7.9% |
| 3M | +2.0% | -18.6% | +20.7% | +10.0% |
| 6M | +15.4% | -23.9% | +39.3% | +26.1% |
| YTD | +32.7% | -9.3% | +42.1% | +32.8% |
| 1Y | +39.4% | +1.8% | +37.7% | +32.4% |
| 3Y | +54.3% | +93.0% | -38.7% | +7.5% |
| 5Y | +39.6% | +107.0% | -67.4% | -8.9% |
| 10Y | +288.9% | +266.9% | +21.9% | +82.4% |
| All | +1,943.7% | +170.7% | +1,773.0% | +808.9% |
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