+288.4%
UNP vs XRT
+145.8%
+142.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.1% | -1.4% | -0.6% | -1.4% |
| 30D | +7.3% | +9.8% | -2.5% | +2.8% |
| 3M | +3.6% | +3.3% | +0.4% | +2.0% |
| 6M | +15.8% | +13.6% | +2.3% | +8.7% |
| YTD | +32.6% | +9.1% | +23.5% | +26.4% |
| 1Y | +37.2% | +15.1% | +22.2% | +27.6% |
| 3Y | +52.6% | +59.9% | -7.3% | +20.3% |
| 5Y | +40.6% | -1.7% | +42.3% | +35.6% |
| 10Y | +288.4% | +141.1% | +147.3% | +90.2% |
| All | +288.4% | +145.8% | +142.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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