+1,910.4%
FTNT vs UNP
+286.3%
+1,624.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +7.1% | +4.2% | +2.8% | +5.1% |
| 30D | -30.9% | +5.6% | -36.5% | -32.7% |
| 3M | -23.1% | +2.0% | -25.1% | -24.1% |
| 6M | +8.1% | +15.4% | -7.3% | +0.2% |
| YTD | +60.2% | +32.7% | +27.5% | +36.9% |
| 1Y | +57.0% | +39.4% | +17.6% | +30.7% |
| 3Y | +152.9% | +54.3% | +98.6% | +95.8% |
| 5Y | +85.9% | +39.6% | +46.3% | +49.9% |
| All | +1,910.4% | +286.3% | +1,624.1% | +919.7% |
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