+54.0%
UNP vs FERG
+66.7%
-12.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | -2.0% | -11.8% | +9.8% | +1.6% |
| 3M | +7.5% | -1.2% | +8.7% | +7.5% |
| 6M | +15.3% | -2.3% | +17.7% | +15.3% |
| YTD | +25.4% | +0.8% | +24.6% | +24.2% |
| 1Y | +35.6% | +0.5% | +35.1% | +33.7% |
| 3Y | +44.1% | +51.4% | -7.2% | +20.7% |
| 5Y | +54.0% | +67.5% | -13.5% | +16.2% |
| All | +54.0% | +66.7% | -12.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling