+1,206.6%
UNP vs FERG
+1,526.4%
-319.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +4.2% | +9.7% | -5.5% | +3.0% |
| 30D | +5.6% | +15.0% | -9.5% | +3.7% |
| 3M | +2.0% | +3.8% | -1.7% | +1.5% |
| 6M | +15.4% | +10.6% | +4.8% | +13.7% |
| YTD | +32.7% | +17.0% | +15.7% | +29.9% |
| 1Y | +39.4% | +7.1% | +32.3% | +37.8% |
| 3Y | +54.3% | +67.7% | -13.4% | +44.6% |
| 5Y | +39.6% | +76.4% | -36.8% | +28.6% |
| 10Y | +288.9% | +424.2% | -135.4% | +239.0% |
| All | +1,206.6% | +1,526.4% | -319.7% | +983.1% |
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