+248.8%
XLF vs UNP
+285.4%
-36.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | -0.4% |
| 30D | -1.2% | -2.7% | +1.6% | +0.3% |
| 3M | +9.2% | +6.5% | +2.7% | +4.8% |
| 6M | +16.3% | +14.4% | +2.0% | +6.3% |
| YTD | +5.4% | +24.8% | -19.4% | -8.8% |
| 1Y | +7.6% | +34.4% | -26.8% | -11.2% |
| 3Y | +74.2% | +43.6% | +30.6% | +35.6% |
| 5Y | +66.1% | +53.2% | +12.9% | +20.6% |
| All | +248.8% | +285.4% | -36.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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