+38.0%
UNP vs FGI
-74.8%
+112.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.5% |
| 7D | +4.2% | -14.4% | +18.6% | +4.3% |
| 30D | +5.6% | -11.8% | +17.4% | +5.6% |
| 3M | +2.0% | -46.2% | +48.3% | +2.2% |
| 6M | +15.4% | +5.2% | +10.2% | +15.0% |
| YTD | +32.7% | +10.5% | +22.2% | +32.1% |
| 1Y | +39.4% | +25.5% | +13.9% | +38.5% |
| 3Y | +54.3% | -16.0% | +70.3% | +53.9% |
| All | +38.0% | -74.8% | +112.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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