+50.0%
UNP vs FFIV
+92.2%
-42.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | -1.1% | -2.7% | +1.5% | -0.7% |
| 3M | +7.9% | -1.7% | +9.5% | +7.8% |
| 6M | +14.6% | +36.1% | -21.5% | +5.6% |
| YTD | +26.6% | +52.6% | -26.1% | +12.7% |
| 1Y | +35.6% | +21.5% | +14.0% | +27.7% |
| 3Y | +45.5% | +142.7% | -97.2% | +10.9% |
| 5Y | +50.0% | +92.6% | -42.6% | +16.1% |
| All | +50.0% | +92.2% | -42.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling