+278.5%
UNP vs FICO
+534.5%
-256.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.1% | +4.0% | -6.0% | -2.9% |
| 30D | +7.3% | -1.5% | +8.8% | +7.2% |
| 3M | +3.6% | -29.8% | +33.4% | +9.7% |
| 6M | +15.8% | -33.3% | +49.1% | +22.5% |
| YTD | +32.6% | -56.9% | +89.5% | +55.2% |
| 1Y | +37.2% | -59.5% | +96.7% | +63.3% |
| 3Y | +52.6% | -26.9% | +79.5% | +42.1% |
| 5Y | +40.6% | +92.9% | -52.3% | -12.8% |
| All | +278.5% | +534.5% | -256.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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