+50.9%
UNP vs FICO
-19.7%
+70.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +6.7% | +8.4% | -1.7% | +5.8% |
| 3M | +1.8% | -30.5% | +32.3% | +4.2% |
| 6M | +13.3% | -35.7% | +49.1% | +16.3% |
| YTD | +30.3% | -57.2% | +87.5% | +39.6% |
| 1Y | +36.9% | -58.4% | +95.3% | +47.1% |
| 3Y | +50.9% | -24.8% | +75.8% | +48.1% |
| All | +50.9% | -19.7% | +70.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling