+9,303.7%
FTNT vs UNP
+1,166.6%
+8,137.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -5.3% | -0.5% | -3.2% |
| 30D | -4.8% | -1.5% | -3.2% | -4.1% |
| 3M | +4.4% | +10.3% | -5.8% | -1.1% |
| 6M | +88.8% | +9.7% | +79.1% | +77.2% |
| YTD | +96.8% | +27.1% | +69.7% | +70.0% |
| 1Y | +104.5% | +32.6% | +71.9% | +72.1% |
| 3Y | +156.8% | +40.0% | +116.8% | +105.5% |
| 5Y | +144.1% | +50.8% | +93.2% | +84.9% |
| 10Y | +2,021.8% | +278.6% | +1,743.1% | +790.5% |
| All | +9,303.7% | +1,166.6% | +8,137.1% | +1,650.3% |
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