+1,146.2%
UNP vs FERG
+1,335.0%
-188.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | -1.1% | -11.5% | +10.4% | +0.3% |
| 3M | +7.9% | +1.3% | +6.6% | +7.6% |
| 6M | +14.6% | -1.0% | +15.6% | +14.5% |
| YTD | +26.6% | +3.2% | +23.4% | +25.9% |
| 1Y | +35.6% | -3.0% | +38.5% | +35.6% |
| 3Y | +45.5% | +55.0% | -9.5% | +37.9% |
| 5Y | +50.0% | +72.6% | -22.7% | +39.7% |
| 10Y | +271.8% | +358.9% | -87.1% | +229.1% |
| All | +1,146.2% | +1,335.0% | -188.9% | +949.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling