+9,321.7%
UNP vs FDX
+4,233.7%
+5,088.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -5.3% | -2.5% | -2.8% | -4.4% |
| 30D | -1.5% | +3.8% | -5.3% | -3.0% |
| 3M | +10.3% | -1.3% | +11.6% | +10.4% |
| 6M | +9.7% | +5.0% | +4.6% | +6.8% |
| YTD | +27.1% | +39.6% | -12.5% | +11.0% |
| 1Y | +32.6% | +81.1% | -48.6% | +4.5% |
| 3Y | +40.0% | +63.0% | -23.1% | +11.3% |
| 5Y | +50.8% | +65.6% | -14.8% | +15.0% |
| 10Y | +278.6% | +183.4% | +95.3% | +122.1% |
| All | +9,321.7% | +4,233.7% | +5,088.1% | +2,355.5% |
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