+1,117.4%
XLI vs UNP
+4,457.3%
-3,339.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -5.3% | +4.3% | +1.8% |
| 30D | -5.9% | -1.5% | -4.4% | -5.3% |
| 3M | -0.3% | +10.3% | -10.5% | -5.6% |
| 6M | +0.1% | +9.7% | -9.5% | -5.2% |
| YTD | +13.6% | +27.1% | -13.5% | -0.6% |
| 1Y | +17.2% | +32.6% | -15.4% | +0.1% |
| 3Y | +68.2% | +40.0% | +28.2% | +38.2% |
| 5Y | +80.7% | +50.8% | +29.9% | +40.5% |
| 10Y | +253.3% | +278.6% | -25.4% | +69.4% |
| All | +1,117.4% | +4,457.3% | -3,339.9% | +90.2% |
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