+65.0%
XLF vs UNP
+51.6%
+13.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +9.3% | +7.5% | +1.7% | +5.3% |
| 6M | +14.6% | +15.3% | -0.8% | +6.3% |
| YTD | +4.7% | +25.4% | -20.7% | -6.9% |
| 1Y | +8.6% | +35.6% | -27.0% | -7.3% |
| 3Y | +73.9% | +44.1% | +29.7% | +42.1% |
| 5Y | +65.0% | +54.0% | +11.1% | +24.6% |
| All | +65.0% | +51.6% | +13.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling