+278.9%
UNP vs FFIV
+118.6%
+160.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | +4.2% | -0.5% | +4.8% | +4.4% |
| 30D | +5.6% | -32.4% | +38.0% | +17.3% |
| 3M | +2.0% | -25.7% | +27.7% | +9.5% |
| 6M | +15.4% | -13.5% | +28.9% | +16.9% |
| YTD | +32.7% | +21.1% | +11.6% | +18.1% |
| 1Y | +39.4% | +29.4% | +10.0% | +20.9% |
| 3Y | +54.3% | +94.9% | -40.6% | +10.4% |
| 5Y | +39.6% | +34.7% | +4.9% | +12.8% |
| All | +278.9% | +118.6% | +160.3% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling