+379.6%
META vs UNP
+277.2%
+102.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -5.3% | +12.1% | +9.1% |
| 30D | +4.8% | -1.5% | +6.3% | +5.3% |
| 3M | -1.6% | +10.3% | -11.9% | -6.1% |
| 6M | -7.5% | +9.7% | -17.1% | -11.8% |
| YTD | -6.4% | +27.1% | -33.5% | -16.5% |
| 1Y | -17.3% | +32.6% | -49.9% | -27.9% |
| 3Y | +109.9% | +40.0% | +69.9% | +75.4% |
| 5Y | +65.4% | +50.8% | +14.5% | +32.9% |
| All | +379.6% | +277.2% | +102.4% | +188.5% |
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