+277.6%
UNP vs XYL
+150.5%
+127.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.8% | +1.2% | -3.0% | -2.4% |
| 30D | -2.7% | -11.9% | +9.2% | +3.4% |
| 3M | +6.5% | -1.5% | +8.0% | +6.8% |
| 6M | +14.4% | -11.9% | +26.3% | +20.9% |
| YTD | +24.8% | -20.6% | +45.4% | +38.3% |
| 1Y | +34.4% | -23.5% | +57.9% | +51.5% |
| 3Y | +43.6% | +14.9% | +28.7% | +28.1% |
| 5Y | +53.2% | -15.3% | +68.5% | +57.5% |
| All | +277.6% | +150.5% | +127.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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