+67.3%
F vs UNP
+286.3%
-219.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -3.1% | +4.2% | -7.3% | -5.7% |
| 30D | 0.0% | +5.6% | -5.6% | -3.5% |
| 3M | -13.2% | +2.0% | -15.2% | -14.6% |
| 6M | -10.2% | +15.4% | -25.6% | -19.3% |
| YTD | -4.9% | +32.7% | -37.7% | -22.8% |
| 1Y | -6.1% | +39.4% | -45.5% | -26.3% |
| 3Y | +46.0% | +54.3% | -8.3% | +6.2% |
| 5Y | -15.7% | +39.6% | -55.3% | -35.0% |
| All | +67.3% | +286.3% | -219.0% | -31.5% |
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