+830.3%
UNP vs XYL
+394.7%
+435.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -2.1% | -5.9% | +3.8% | +0.7% |
| 30D | +7.3% | -7.3% | +14.6% | +10.0% |
| 3M | +3.6% | -22.5% | +26.1% | +15.4% |
| 6M | +15.8% | -14.4% | +30.3% | +22.6% |
| YTD | +32.6% | -29.4% | +62.0% | +52.9% |
| 1Y | +37.2% | -35.6% | +72.8% | +65.4% |
| 3Y | +52.6% | +0.3% | +52.3% | +45.1% |
| 5Y | +40.6% | -22.3% | +62.9% | +48.0% |
| 10Y | +288.4% | +103.2% | +185.2% | +146.8% |
| All | +830.3% | +394.7% | +435.6% | +311.4% |
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 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