+45.5%
UNP vs FFIV
+102.2%
-56.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -4.6% | -8.1% | +3.6% | -3.7% |
| 30D | +5.6% | -33.4% | +39.0% | +10.2% |
| 3M | -1.3% | -24.7% | +23.4% | +1.1% |
| 6M | +9.2% | -8.8% | +18.1% | +7.9% |
| YTD | +27.3% | +21.8% | +5.6% | +17.7% |
| 1Y | +35.9% | +25.3% | +10.6% | +24.5% |
| 3Y | +45.5% | +101.2% | -55.7% | +10.8% |
| All | +45.5% | +102.2% | -56.7% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling