-80.3%
FIG vs UNP
+33.2%
-113.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.7% |
| 7D | -16.4% | -0.7% | -15.6% | -16.5% |
| 30D | -2.3% | -1.1% | -1.2% | -2.5% |
| 3M | +7.8% | +7.9% | 0.0% | +9.6% |
| 6M | -21.8% | +14.6% | -36.5% | -20.1% |
| YTD | -39.1% | +26.6% | -65.7% | -38.2% |
| 1Y | -56.6% | +35.6% | -92.2% | -57.8% |
| All | -80.3% | +33.2% | -113.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling