+3,330.5%
UNP vs FFIV
+6,100.0%
-2,769.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.1% |
| 7D | -3.3% | -2.1% | -1.2% | -3.0% |
| 30D | +6.7% | -33.8% | +40.5% | +11.1% |
| 3M | +1.8% | -20.6% | +22.4% | +3.8% |
| 6M | +13.3% | -10.2% | +23.6% | +13.8% |
| YTD | +30.3% | +24.5% | +5.9% | +26.0% |
| 1Y | +36.9% | +29.3% | +7.6% | +31.8% |
| 3Y | +50.9% | +103.8% | -52.9% | +37.7% |
| 5Y | +37.9% | +40.9% | -2.9% | +30.0% |
| 10Y | +293.8% | +126.6% | +167.2% | +251.6% |
| All | +3,330.5% | +6,100.0% | -2,769.5% | +2,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling