+1,151.2%
UNP vs FERG
+1,348.4%
-197.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.1% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -1.5% | -10.2% | +8.6% | -0.3% |
| 3M | +10.3% | -0.6% | +10.8% | +10.2% |
| 6M | +9.7% | -6.5% | +16.2% | +10.3% |
| YTD | +27.1% | +4.2% | +22.9% | +26.3% |
| 1Y | +32.6% | -2.3% | +34.8% | +32.4% |
| 3Y | +40.0% | +48.5% | -8.5% | +33.1% |
| 5Y | +50.8% | +72.0% | -21.2% | +40.4% |
| 10Y | +278.6% | +369.9% | -91.3% | +234.6% |
| All | +1,151.2% | +1,348.4% | -197.2% | +952.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling