+791.9%
UNP vs XYL
+449.8%
+342.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.1% |
| 7D | -5.3% | -5.0% | -0.3% | -3.0% |
| 30D | -1.5% | -13.2% | +11.7% | +5.2% |
| 3M | +10.3% | -3.7% | +14.0% | +11.8% |
| 6M | +9.7% | -17.7% | +27.4% | +19.6% |
| YTD | +27.1% | -21.5% | +48.6% | +41.2% |
| 1Y | +32.6% | -24.5% | +57.1% | +49.8% |
| 3Y | +40.0% | +6.9% | +33.0% | +30.6% |
| 5Y | +50.8% | -18.1% | +68.9% | +56.9% |
| 10Y | +278.6% | +134.7% | +143.9% | +127.8% |
| All | +791.9% | +449.8% | +342.1% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling