+45.5%
UNP vs FDS
-23.2%
+68.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.2% |
| 7D | -4.6% | -0.5% | -4.0% | -4.5% |
| 30D | +5.6% | +20.2% | -14.6% | +3.8% |
| 3M | -1.3% | +19.9% | -21.2% | -3.2% |
| 6M | +9.2% | +56.2% | -46.9% | +3.6% |
| YTD | +27.3% | +14.6% | +12.8% | +27.8% |
| 1Y | +35.9% | +31.6% | +4.3% | +31.0% |
| 3Y | +45.5% | -23.8% | +69.3% | +63.6% |
| All | +45.5% | -23.2% | +68.6% | +63.6% |
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