+9,321.7%
UNP vs FICO
+104,095.6%
-94,773.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.8% | +2.7% |
| 7D | -5.3% | -19.2% | +13.8% | -2.5% |
| 30D | -1.5% | -14.6% | +13.0% | +0.5% |
| 3M | +10.3% | -20.1% | +30.3% | +13.1% |
| 6M | +9.7% | -36.3% | +46.0% | +15.5% |
| YTD | +27.1% | -44.9% | +72.0% | +36.6% |
| 1Y | +32.6% | -38.6% | +71.2% | +39.2% |
| 3Y | +40.0% | +4.0% | +36.0% | +32.6% |
| 5Y | +50.8% | +99.5% | -48.7% | +26.4% |
| 10Y | +278.6% | +604.7% | -326.0% | +162.2% |
| All | +9,321.7% | +104,095.6% | -94,773.8% | +4,676.7% |
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