+36.3%
UNP vs FDS
-21.1%
+57.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.4% |
| 7D | -0.7% | -5.4% | +4.6% | -0.7% |
| 30D | -1.1% | +1.6% | -2.7% | -1.1% |
| 3M | +7.9% | +17.7% | -9.9% | +7.9% |
| 6M | +14.6% | +29.1% | -14.4% | +14.8% |
| YTD | +26.6% | +1.0% | +25.6% | +27.9% |
| All | +36.3% | -21.1% | +57.4% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling