+42.6%
UNP vs FIGR
-41.8%
+84.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.8% |
| 7D | +3.6% | -1.3% | +4.9% | +3.6% |
| 30D | +11.4% | -17.6% | +29.0% | +11.0% |
| 3M | +4.6% | -16.7% | +21.3% | +4.7% |
| 6M | +18.3% | -36.1% | +54.4% | +17.7% |
| YTD | +35.4% | -43.6% | +79.0% | +33.4% |
| 1Y | +42.6% | -39.8% | +82.5% | +40.5% |
| All | +42.6% | -41.8% | +84.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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