+101.4%
XLP vs UNP
+277.2%
-175.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -5.3% | +4.3% | +0.5% |
| 30D | -0.9% | -1.5% | +0.7% | -0.5% |
| 3M | +3.8% | +10.3% | -6.4% | +0.7% |
| 6M | -1.7% | +9.7% | -11.4% | -4.7% |
| YTD | +10.3% | +27.1% | -16.8% | +2.3% |
| 1Y | +7.8% | +32.6% | -24.8% | -1.3% |
| 3Y | +27.2% | +40.0% | -12.8% | +13.3% |
| 5Y | +32.5% | +50.8% | -18.3% | +13.9% |
| All | +101.4% | +277.2% | -175.9% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling