+429.4%
XLF vs UNP
+4,659.0%
-4,229.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +2.7% | +4.2% | -1.6% | +0.2% |
| 30D | +7.6% | +5.6% | +2.0% | +4.2% |
| 3M | +1.1% | +2.0% | -1.0% | -0.4% |
| 6M | +15.9% | +15.4% | +0.5% | +5.6% |
| YTD | +8.4% | +32.7% | -24.3% | -9.7% |
| 1Y | +12.5% | +39.4% | -26.9% | -9.1% |
| 3Y | +81.6% | +54.3% | +27.3% | +35.9% |
| 5Y | +59.3% | +39.6% | +19.6% | +23.7% |
| 10Y | +225.4% | +288.9% | -63.4% | +33.7% |
| All | +429.4% | +4,659.0% | -4,229.7% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling