+39.4%
UNP vs FGI
+17.8%
+21.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.2% |
| YTD | +32.7% | +10.5% | +22.2% | +33.1% |
| 1Y | +39.4% | +25.5% | +13.9% | +39.7% |
| All | +39.4% | +17.8% | +21.7% | +39.7% |
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