-83.6%
FIG vs UNP
+39.5%
-123.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -14.3% | -2.1% | -12.2% | -14.3% |
| 30D | -13.6% | +7.3% | -20.9% | -12.8% |
| 3M | -23.7% | +3.6% | -27.4% | -23.4% |
| 6M | -5.4% | +15.8% | -21.2% | -3.2% |
| YTD | -49.2% | +32.6% | -81.8% | -48.1% |
| 1Y | -57.4% | +37.2% | -94.6% | -57.4% |
| All | -83.6% | +39.5% | -123.1% | -84.1% |
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 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