+97.6%
META vs UNP
+39.3%
+58.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | -10.8% | +8.0% | -18.8% | -13.6% |
| 3M | +7.9% | +3.3% | +4.6% | +6.1% |
| 6M | +5.4% | +14.7% | -9.3% | -1.6% |
| YTD | -2.6% | +31.9% | -34.5% | -15.5% |
| 1Y | +1.9% | +37.1% | -35.2% | -13.3% |
| 3Y | +97.0% | +51.9% | +45.1% | +52.7% |
| 5Y | +97.6% | +39.3% | +58.3% | +59.6% |
| All | +97.6% | +39.3% | +58.4% | +59.6% |
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