+278.9%
UNP vs FDS
+127.7%
+151.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.2% | +1.5% | +2.8% | +3.7% |
| 30D | +5.6% | +14.8% | -9.2% | +0.9% |
| 3M | +2.0% | +16.3% | -14.3% | -3.6% |
| 6M | +15.4% | +66.2% | -50.8% | -5.2% |
| YTD | +32.7% | +16.2% | +16.5% | +22.6% |
| 1Y | +39.4% | +21.8% | +17.6% | +25.7% |
| 3Y | +54.3% | -23.9% | +78.2% | +67.6% |
| 5Y | +39.6% | -23.1% | +62.7% | +48.1% |
| All | +278.9% | +127.7% | +151.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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