+277.6%
UNP vs FCUV
-98.6%
+376.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.5% |
| 7D | -1.8% | -66.5% | +64.7% | -1.8% |
| 30D | -2.7% | +5.0% | -7.7% | -2.8% |
| 3M | +6.5% | +63.8% | -57.3% | +6.1% |
| 6M | +14.4% | -67.8% | +82.2% | +14.0% |
| YTD | +24.8% | -82.4% | +107.2% | +24.5% |
| 1Y | +34.4% | -94.7% | +129.2% | +34.2% |
| 3Y | +43.6% | -99.3% | +142.8% | +43.2% |
| 5Y | +53.2% | -99.9% | +153.1% | +52.8% |
| All | +277.6% | -98.6% | +376.2% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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