+425.7%
META vs UNP
+321.0%
+104.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +4.2% |
| 7D | +5.7% | -3.3% | +9.0% | +7.2% |
| 30D | -10.8% | +6.7% | -17.5% | -13.3% |
| 3M | +8.4% | +1.8% | +6.6% | +7.1% |
| 6M | +5.4% | +13.3% | -7.9% | -1.1% |
| YTD | -2.6% | +30.3% | -32.9% | -14.5% |
| 1Y | +3.5% | +36.9% | -33.4% | -11.2% |
| 3Y | +102.0% | +50.9% | +51.1% | +62.3% |
| 5Y | +93.1% | +37.9% | +55.1% | +60.5% |
| 10Y | +425.7% | +293.8% | +131.9% | +229.7% |
| All | +425.7% | +321.0% | +104.7% | +229.7% |
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