+9,728.0%
UNP vs FITB
+2,854.6%
+6,873.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +7.3% | +7.0% | +0.3% | +5.6% |
| 3M | +3.6% | -4.8% | +8.4% | +4.7% |
| 6M | +15.8% | +13.5% | +2.3% | +12.3% |
| YTD | +32.6% | +19.1% | +13.5% | +26.9% |
| 1Y | +37.2% | +30.8% | +6.5% | +28.5% |
| 3Y | +52.6% | +141.6% | -89.0% | +23.4% |
| 5Y | +40.6% | +48.3% | -7.7% | +24.7% |
| 10Y | +288.4% | +215.9% | +72.5% | +181.8% |
| All | +9,728.0% | +2,854.6% | +6,873.4% | +3,732.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling