+46.9%
UNP vs FITB
+132.2%
-85.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | -1.5% | -4.7% | +3.2% | +0.2% |
| 3M | +10.3% | +6.7% | +3.6% | +7.4% |
| 6M | +9.7% | +12.6% | -2.9% | +4.5% |
| YTD | +27.1% | +19.1% | +8.0% | +18.0% |
| 1Y | +32.6% | +22.6% | +9.9% | +21.3% |
| All | +46.9% | +132.2% | -85.2% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling