+37.1%
UNP vs FGI
+45.2%
-8.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | +8.0% | -3.4% | +11.4% | +8.0% |
| 3M | +3.3% | +61.8% | -58.4% | +3.1% |
| 6M | +14.7% | +17.0% | -2.3% | +14.4% |
| YTD | +31.9% | +31.4% | +0.5% | +32.2% |
| 1Y | +37.1% | +42.7% | -5.6% | +35.6% |
| All | +37.1% | +45.2% | -8.0% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling