+212.8%
UNP vs FCUV
-95.6%
+308.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | -0.4% |
| 7D | -0.7% | -47.9% | +47.2% | -0.7% |
| 30D | -1.1% | +13.7% | -14.8% | -1.2% |
| 3M | +7.9% | +97.0% | -89.1% | +7.6% |
| 6M | +14.6% | -66.1% | +80.7% | +14.4% |
| YTD | +26.6% | -81.8% | +108.3% | +26.4% |
| 1Y | +35.6% | -93.3% | +128.8% | +35.4% |
| 3Y | +45.5% | -99.2% | +144.7% | +45.2% |
| 5Y | +50.0% | -99.9% | +149.8% | +49.7% |
| 10Y | +271.8% | -98.5% | +370.4% | +277.6% |
| All | +212.8% | -95.6% | +308.3% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling