+32.6%
UNP vs FFIV
+25.9%
+6.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -5.3% | -1.0% | -4.4% | -5.3% |
| 30D | -1.5% | -5.1% | +3.5% | -1.6% |
| 3M | +10.3% | -4.5% | +14.7% | +10.1% |
| 6M | +9.7% | +36.5% | -26.8% | +9.0% |
| YTD | +27.1% | +53.0% | -25.9% | +25.4% |
| 1Y | +32.6% | +24.2% | +8.4% | +34.0% |
| All | +32.6% | +25.9% | +6.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling