+81.9%
META vs UNP
+35.3%
+46.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.9% |
| 7D | -0.8% | -4.6% | +3.8% | +1.0% |
| 30D | -15.4% | +5.6% | -21.0% | -17.4% |
| 3M | +3.5% | -1.3% | +4.8% | +3.6% |
| 6M | -0.3% | +9.2% | -9.5% | -5.0% |
| YTD | -7.3% | +27.3% | -34.7% | -18.5% |
| 1Y | -1.1% | +35.9% | -37.0% | -15.8% |
| 3Y | +95.1% | +45.5% | +49.6% | +54.1% |
| All | +81.9% | +35.3% | +46.6% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling