+36.9%
UNP vs FIGR
-0.1%
+37.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -1.5% | +25.2% | -26.7% | -1.1% |
| 3M | +10.3% | +14.8% | -4.6% | +10.7% |
| 6M | +9.7% | +17.9% | -8.3% | +10.2% |
| YTD | +27.1% | -11.9% | +39.0% | +26.4% |
| All | +36.9% | -0.1% | +37.0% | +37.7% |
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