+281.1%
UNP vs FITB
+208.7%
+72.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +7.7% | +7.3% | +0.4% | +4.7% |
| 3M | +4.0% | -6.3% | +10.4% | +6.6% |
| 6M | +15.7% | +12.6% | +3.1% | +9.8% |
| YTD | +33.5% | +18.0% | +15.5% | +23.8% |
| 1Y | +38.9% | +28.9% | +10.0% | +24.2% |
| 3Y | +53.7% | +139.4% | -85.7% | +5.0% |
| 5Y | +40.4% | +47.2% | -6.8% | +12.7% |
| All | +281.1% | +208.7% | +72.3% | +102.0% |
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