+80.9%
XLI vs UNP
+48.4%
+32.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -0.6% | -1.7% | +1.1% | +0.3% |
| 30D | -6.9% | -2.1% | -4.8% | -6.0% |
| 3M | -1.9% | +5.4% | -7.4% | -4.8% |
| 6M | +1.0% | +13.4% | -12.4% | -5.8% |
| YTD | +11.3% | +25.0% | -13.6% | -1.4% |
| 1Y | +15.8% | +34.6% | -18.8% | -1.5% |
| 3Y | +69.8% | +43.6% | +26.2% | +38.0% |
| 5Y | +80.9% | +51.7% | +29.2% | +39.0% |
| All | +80.9% | +48.4% | +32.5% | +39.0% |
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 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