+9,592.7%
UNP vs FICO
+78,963.7%
-69,371.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | +7.7% | +1.7% | +6.0% | +7.0% |
| 3M | +1.3% | -35.2% | +36.5% | +6.4% |
| 6M | +14.0% | -33.7% | +47.6% | +18.4% |
| YTD | +30.8% | -58.2% | +88.9% | +44.6% |
| 1Y | +40.0% | -56.6% | +96.5% | +53.8% |
| 3Y | +50.1% | -24.0% | +74.0% | +47.4% |
| 5Y | +39.6% | +86.1% | -46.4% | +16.6% |
| 10Y | +318.1% | +522.8% | -204.7% | +192.4% |
| All | +9,592.7% | +78,963.7% | -69,371.0% | +4,957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling