+538.6%
UNP vs FANG
+1,395.6%
-857.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -2.1% | +2.4% | -4.5% | -2.6% |
| 3M | +5.4% | +4.9% | +0.6% | +4.1% |
| 6M | +13.4% | +12.0% | +1.3% | +9.9% |
| YTD | +25.0% | +37.1% | -12.1% | +16.0% |
| 1Y | +34.6% | +52.3% | -17.7% | +22.0% |
| 3Y | +43.6% | +45.0% | -1.3% | +29.1% |
| 5Y | +51.7% | +231.0% | -179.2% | +11.3% |
| 10Y | +282.5% | +177.5% | +105.1% | +142.3% |
| All | +538.6% | +1,395.6% | -857.0% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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