+51.7%
UNP vs XYL
-15.4%
+67.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.7% | +0.8% | -2.6% | -2.1% |
| 30D | -2.1% | -10.8% | +8.7% | +2.2% |
| 3M | +5.4% | -2.5% | +8.0% | +6.1% |
| 6M | +13.4% | -12.2% | +25.6% | +18.6% |
| YTD | +25.0% | -20.1% | +45.0% | +35.1% |
| 1Y | +34.6% | -20.6% | +55.2% | +45.7% |
| 3Y | +43.6% | +17.3% | +26.3% | +30.7% |
| 5Y | +51.7% | -14.5% | +66.2% | +52.6% |
| All | +51.7% | -15.4% | +67.2% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling