+34.6%
UNP vs FFIV
+26.5%
+8.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -1.2% |
| 7D | -1.7% | +3.5% | -5.2% | -1.7% |
| 30D | -2.1% | -1.3% | -0.8% | -2.1% |
| 3M | +5.4% | +2.4% | +3.1% | +5.4% |
| 6M | +13.4% | +41.8% | -28.4% | +12.6% |
| YTD | +25.0% | +58.5% | -33.6% | +23.0% |
| 1Y | +34.6% | +24.3% | +10.2% | +36.4% |
| All | +34.6% | +26.5% | +8.1% | +36.4% |
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