+36.3%
UNP vs FDX
+75.9%
-39.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | -1.1% | -1.4% | +0.3% | -0.8% |
| 3M | +7.9% | -4.5% | +12.4% | +9.2% |
| 6M | +14.6% | +9.4% | +5.2% | +10.4% |
| YTD | +26.6% | +36.0% | -9.4% | +14.8% |
| All | +36.3% | +75.9% | -39.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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