-79.1%
FIG vs UNP
+33.8%
-112.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.3% |
| 7D | -16.3% | -5.3% | -11.0% | -17.1% |
| 30D | -14.3% | -1.5% | -12.8% | -14.6% |
| 3M | +7.2% | +10.3% | -3.1% | +9.4% |
| 6M | -18.6% | +9.7% | -28.3% | -16.2% |
| YTD | -35.5% | +27.1% | -62.6% | -34.4% |
| 1Y | -55.8% | +32.6% | -88.4% | -57.8% |
| All | -79.1% | +33.8% | -112.9% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling