+271.8%
UNP vs FE
+113.1%
+158.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | +0.6% | -1.4% | -1.0% |
| 30D | -1.1% | -2.1% | +1.0% | -0.5% |
| 3M | +7.9% | +2.6% | +5.2% | +6.8% |
| 6M | +14.6% | -6.8% | +21.4% | +17.1% |
| YTD | +26.6% | +6.9% | +19.7% | +23.6% |
| 1Y | +35.6% | +11.6% | +24.0% | +30.4% |
| 3Y | +45.5% | +47.7% | -2.2% | +26.2% |
| 5Y | +50.0% | +46.2% | +3.8% | +29.8% |
| 10Y | +271.8% | +109.2% | +162.6% | +220.2% |
| All | +271.8% | +113.1% | +158.7% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling