+3,304.7%
UNP vs FE
+556.6%
+2,748.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -4.6% | -1.0% | -3.5% | -4.2% |
| 30D | +5.6% | +4.1% | +1.5% | +4.2% |
| 3M | -1.3% | -1.0% | -0.3% | -1.0% |
| 6M | +9.2% | +4.0% | +5.2% | +7.6% |
| YTD | +27.3% | +6.8% | +20.5% | +24.1% |
| 1Y | +35.9% | +5.3% | +30.6% | +33.1% |
| 3Y | +45.5% | +44.6% | +0.9% | +26.4% |
| 5Y | +36.0% | +44.2% | -8.2% | +17.3% |
| 10Y | +307.2% | +107.3% | +199.9% | +196.7% |
| All | +3,304.7% | +556.6% | +2,748.0% | +1,689.2% |
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 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