+9,679.5%
UNP vs FDX
+4,209.7%
+5,469.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +8.0% | +9.5% | -1.5% | +4.4% |
| 3M | +3.3% | -1.3% | +4.7% | +3.8% |
| 6M | +14.7% | +5.5% | +9.2% | +11.8% |
| YTD | +31.9% | +38.9% | -6.9% | +15.4% |
| 1Y | +37.1% | +58.8% | -21.7% | +13.8% |
| 3Y | +51.9% | +71.1% | -19.3% | +18.7% |
| 5Y | +39.3% | +76.3% | -37.0% | +3.9% |
| 10Y | +284.1% | +153.4% | +130.7% | +135.0% |
| All | +9,679.5% | +4,209.7% | +5,469.9% | +2,453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling