+282.5%
UNP vs FITB
+282.4%
+0.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -2.1% | -5.1% | +3.0% | -0.1% |
| 3M | +5.4% | +3.5% | +1.9% | +3.8% |
| 6M | +13.4% | +17.2% | -3.8% | +5.9% |
| YTD | +25.0% | +17.6% | +7.3% | +16.1% |
| 1Y | +34.6% | +23.4% | +11.2% | +22.3% |
| 3Y | +43.6% | +129.7% | -86.1% | -0.4% |
| 5Y | +51.7% | +68.4% | -16.7% | +14.9% |
| 10Y | +282.5% | +285.6% | -3.1% | +95.9% |
| All | +282.5% | +282.4% | +0.1% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling