+46.9%
UNP vs FDS
-27.1%
+74.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.5% |
| 7D | -5.3% | -1.9% | -3.4% | -5.2% |
| 30D | -1.5% | +9.0% | -10.6% | -2.5% |
| 3M | +10.3% | +18.9% | -8.6% | +8.0% |
| 6M | +9.7% | +35.1% | -25.5% | +5.2% |
| YTD | +27.1% | +5.5% | +21.6% | +28.5% |
| 1Y | +32.6% | -16.8% | +49.4% | +43.3% |
| All | +46.9% | -27.1% | +74.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling