+73.0%
XLF vs UNP
+43.7%
+29.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.4% |
| 30D | -1.6% | -2.0% | +0.4% | -0.9% |
| 3M | +9.3% | +7.5% | +1.7% | +5.7% |
| 6M | +14.6% | +15.3% | -0.8% | +7.1% |
| YTD | +4.7% | +25.4% | -20.7% | -6.2% |
| 1Y | +8.6% | +35.6% | -27.0% | -6.5% |
| All | +73.0% | +43.7% | +29.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling