+35.6%
UNP vs XYL
-21.7%
+57.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.8% |
| 30D | -2.0% | -13.2% | +11.2% | +2.0% |
| 3M | +7.5% | -0.2% | +7.7% | +7.3% |
| 6M | +15.3% | -12.5% | +27.8% | +19.3% |
| YTD | +25.4% | -20.9% | +46.3% | +32.6% |
| 1Y | +35.6% | -21.6% | +57.2% | +42.4% |
| All | +35.6% | -21.7% | +57.3% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling