+3,298.3%
UNP vs FE
+561.4%
+2,736.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -5.3% | +1.9% | -7.3% | -6.0% |
| 30D | -1.5% | -1.2% | -0.4% | -1.2% |
| 3M | +10.3% | +3.5% | +6.8% | +8.8% |
| 6M | +9.7% | -6.1% | +15.7% | +11.8% |
| YTD | +27.1% | +7.6% | +19.5% | +23.6% |
| 1Y | +32.6% | +11.9% | +20.7% | +27.1% |
| 3Y | +40.0% | +48.4% | -8.4% | +20.4% |
| 5Y | +50.8% | +44.8% | +6.0% | +29.9% |
| 10Y | +278.6% | +115.9% | +162.7% | +171.7% |
| All | +3,298.3% | +561.4% | +2,736.9% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling