+278.9%
UNP vs XYL
+100.4%
+178.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | +4.2% | -3.7% | +8.0% | +6.1% |
| 30D | +5.6% | -8.3% | +13.9% | +8.9% |
| 3M | +2.0% | -21.4% | +23.5% | +13.2% |
| 6M | +15.4% | -12.9% | +28.3% | +21.2% |
| YTD | +32.7% | -30.1% | +62.8% | +54.4% |
| 1Y | +39.4% | -35.2% | +74.6% | +68.4% |
| 3Y | +54.3% | -0.8% | +55.1% | +46.3% |
| 5Y | +39.6% | -23.2% | +62.9% | +48.5% |
| All | +278.9% | +100.4% | +178.5% | +138.2% |
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