+228.0%
UNP vs FCUV
-94.7%
+322.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -0.6% |
| 7D | +4.2% | +148.8% | -144.5% | +4.2% |
| 30D | +5.6% | +95.0% | -89.5% | +5.5% |
| 3M | +2.0% | +27.8% | -25.8% | +2.0% |
| 6M | +15.4% | +121.0% | -105.6% | +15.1% |
| YTD | +32.7% | -78.1% | +110.9% | +32.5% |
| 1Y | +39.4% | -94.3% | +133.7% | +39.2% |
| 3Y | +54.3% | -98.9% | +153.2% | +54.0% |
| 5Y | +39.6% | -99.7% | +139.3% | +39.4% |
| 10Y | +288.9% | -98.2% | +387.1% | +294.8% |
| All | +228.0% | -94.7% | +322.6% | +235.0% |
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