+30.8%
XLV vs UNP
+43.0%
-12.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -1.8% | -1.7% | -3.1% |
| 30D | -1.8% | -2.7% | +0.9% | -1.1% |
| 3M | +7.8% | +6.5% | +1.3% | +5.7% |
| 6M | +9.1% | +14.4% | -5.3% | +4.5% |
| YTD | +7.7% | +24.8% | -17.1% | +0.2% |
| 1Y | +20.4% | +34.4% | -14.0% | +9.2% |
| 3Y | +30.8% | +43.6% | -12.8% | +15.1% |
| All | +30.8% | +43.0% | -12.2% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling