+35.6%
UNP vs FDX
+72.6%
-37.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.7% |
| 7D | -4.6% | -1.6% | -2.9% | -4.0% |
| 30D | +5.6% | +6.6% | -1.0% | +3.5% |
| 3M | -1.3% | -2.1% | +0.8% | -0.7% |
| 6M | +9.2% | +2.2% | +7.1% | +8.1% |
| YTD | +27.3% | +33.9% | -6.6% | +15.1% |
| 1Y | +35.9% | +50.2% | -14.3% | +18.3% |
| 3Y | +45.5% | +65.5% | -20.1% | +19.3% |
| All | +35.6% | +72.6% | -37.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling